Macro Attribution

O’Kelly topic test:

Hi, I do not understand the last question about interest rate effect in particular. As I understand, this effect is due to expected (implied forward curve) and unexpected change in forward curve. I do not understand repricing and all that. Their answer is “It should be calculated by subtracting the return of the entire Treasury universe from the aggregate return of the repriced securities.”" ??!!! Their explanation of security selection is also confusing “security selection effect is the market-value weighted average of all the individual security selection effects, not their equally weighted average” Also sector/quality effect is correct they say- reprising using average yield premium? Can anyone shed some light on this? Thanks