请总结解释一下题目的问法

NO.PZ2023010903000035问题如下 Cullen calculates the percentage of River Valley’s excess return thresultefrom active factor-weighting cisions.In Exhibit 1, the percentage of the excess return of the River Valley Funarising from active factor weighting is closest to: A.18.18%B.–0.04%C.–0.22% The percentage of excess return arising from active factor weighting is 18.18%. In comparing the weights between the funanthe benchmark, the factors with fferent weights are Growth anQuality. The totcontribution to the return causeactive factor weighting is(Unrweighting of the Growth factor + Overweighting of the Quality fac­tor) Toteffect= (–0.24% + 0.20%) ÷ –0.22% = –0.04% ÷ –0.22% = 18.18%.The funs holng of Momentum securities wless ththe benchmark’s (24 versus 30), anthus, the funincurreactive security selection risk. But it not incur active factor risk, sinthe factor weight is the same thof the benchmark.B is incorrect. The cante not vi the sum of the fferene to factor weights (–0.04%) the toteffe(–0.22%).C is incorrect. This is the value of the toteffe(–0.22%). 老师，这道题的知识点在哪里呢，谢谢

NO.PZ2023010903000035 问题如下 Cullen calculates the percentage of River Valley’s excess return thresultefrom active factor-weighting cisions.In Exhibit 1, the percentage of the excess return of the River Valley Funarising from active factor weighting is closest to: A.18.18% B.–0.04% C.–0.22% The percentage of excess return arising from active factor weighting is 18.18%. In comparing the weights between the funanthe benchmark, the factors with fferent weights are Growth anQuality. The totcontribution to the return causeactive factor weighting is(Unrweighting of the Growth factor + Overweighting of the Quality fac­tor) Toteffect= (–0.24% + 0.20%) ÷ –0.22% = –0.04% ÷ –0.22% = 18.18%.The funs holng of Momentum securities wless ththe benchmark’s (24 versus 30), anthus, the funincurreactive security selection risk. But it not incur active factor risk, sinthe factor weight is the same thof the benchmark.B is incorrect. The cante not vi the sum of the fferene to factor weights (–0.04%) the toteffe(–0.22%).C is incorrect. This is the value of the toteffe(–0.22%). the factors with fferent weights are Growth anQuality. 这两个Factor的return刚好与benchmark相同，因此在计算Active Factor weighting的时候是直接用portfolio的weight*return-benchmark weight* return的？如果两个Factor的return与benchmark不同，是不是在计算的时候用（Factor weight-benchmark weight）*benchmark return？

NO.PZ2023010903000035 问题如下 Cullen calculates the percentage of River Valley’s excess return thresultefrom active factor-weighting cisions.In Exhibit 1, the percentage of the excess return of the River Valley Funarising from active factor weighting is closest to: A.18.18% B.–0.04% C.–0.22% The percentage of excess return arising from active factor weighting is 18.18%. In comparing the weights between the funanthe benchmark, the factors with fferent weights are Growth anQuality. The totcontribution to the return causeactive factor weighting is(Unrweighting of the Growth factor + Overweighting of the Quality fac­tor) Toteffect= (–0.24% + 0.20%) ÷ –0.22% = –0.04% ÷ –0.22% = 18.18%.The funs holng of Momentum securities wless ththe benchmark’s (24 versus 30), anthus, the funincurreactive security selection risk. But it not incur active factor risk, sinthe factor weight is the same thof the benchmark.B is incorrect. The cante not vi the sum of the fferene to factor weights (–0.04%) the toteffe(–0.22%).C is incorrect. This is the value of the toteffe(–0.22%). 这道题答案很扯,它怎么用近似的数值,如果准确计算应该是16.36%