Use the table below to answer questions 12 through 15. What is the annualized portfolio tracking error? O 298.74 basis points O 280.74 basis points O 268.74 basis points O 288.74 basis points Month January February March April May June July Portfolio A's Return (%) 2.15 November December 0.89 1.15 -0.47 1.71 0.10 1.04 August 2.70 September 0.66 October 2.15 -1.38 -0.59 Benchmark Index Return 1.65 -0.10 0.52 -0.60 0.65 0.33 2.31 1.10 1.23 2.02 -0.61 -1.20

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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QUESTION 13
Use the table below to answer questions 12 through 15. Month
What is the annualized portfolio tracking error?
O 298.74 basis points
280.74 basis points
O 268.74 basis points
288.74 basis points
Portfolio
A's Return
(%)
2.15
0.89
1.15
April
-0.47
May
1.71
June
0.10
July
1.04
August
2.70
September 0.66
October
2.15
November -1.38
December
-0.59
January
February
March
Benchmark
Index Return
(%)
1.65
-0.10
0.52
-0.60
0.65
0.33
2.31
1.10
1.23
2.02
-0.61
-1.20
Transcribed Image Text:QUESTION 13 Use the table below to answer questions 12 through 15. Month What is the annualized portfolio tracking error? O 298.74 basis points 280.74 basis points O 268.74 basis points 288.74 basis points Portfolio A's Return (%) 2.15 0.89 1.15 April -0.47 May 1.71 June 0.10 July 1.04 August 2.70 September 0.66 October 2.15 November -1.38 December -0.59 January February March Benchmark Index Return (%) 1.65 -0.10 0.52 -0.60 0.65 0.33 2.31 1.10 1.23 2.02 -0.61 -1.20
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