Compute the annual tracking error from the following information: Quarter Portfolio A's Portfolio B's 1 2 3 4 O 1.06% O 2.12% O 3.67% O 4.25% None Return (%). 1.15 1.89 1.15 -0.47 Return (%) 1.65 -0.10 0.52 -0.60

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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Compute the annual tracking error from the following information:
Quarter
Portfolio B's
1
2
3
4
O 1.06%
O 2.12%
O 3.67%
O 4.25%
O None
Portfolio A's
Return (%)
1.15
1.89
1.15
-0.47
Return (%)
1.65
-0.10
0.52
-0.60
Transcribed Image Text:Compute the annual tracking error from the following information: Quarter Portfolio B's 1 2 3 4 O 1.06% O 2.12% O 3.67% O 4.25% O None Portfolio A's Return (%) 1.15 1.89 1.15 -0.47 Return (%) 1.65 -0.10 0.52 -0.60
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