Compute the tracking error from the following information: Month Portfoio A (%) Benchmark (%). January 9.19 9.95

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Compute the tracking error from the following information: Month Portfoio A (%) Benchmark (%).

January 9.19 9.95

February 9.75 10.44

March 10.56 9.89

April 10.58 9.90

May 10.13 9.81

June 9.92 10.23

July 9.89 9.91

August 10.01 9.98

September 9.97 10.25

October 10.06 9.46

November 9.47 9.88

December 9.60 10.13

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Posted Date: Mar 11, 2024 10:35 PM

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Compute the tracking error from the following information: Month Portfoio A (%) Benchmark (%). January 9.19 9.95

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To compute the tracking error we first need to calculate the excess return for each month by subtrac... View the full answer

Bond Markets Analysis and Strategies

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