Question: Th e table below shows the active return for six periods for a bond portfolio. Calculate the portfolios tracking risk for the six-period time frame.

Th e table below shows the active return for six periods for a bond portfolio. Calculate the portfolio’s tracking risk for the six-period time frame.

Period Portfolio Return Benchmark Return Active Return 1 14.10% 13.70% 0.400%

2 8.20 8.00 0.200 3 7.80 8.00 −0.200 4 3.20 3.50 −0.300 5 2.60 2.40 0.200 6 3.30 3.00 0.300

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