Question: 10. Answer the below questions. (a) Compute the tracking error from the following information: Month 2001 January February March April May June July August September

10. Answer the below questions. (a) Compute the tracking error from the following information: Month 2001 January February March April May June July August September October November December Portfolio A's Return (%) 2.15 0.89 1.15 -0.47 1.71 0.10 1.04 2.70 0.66 2.15 -1.38 -0.59 Lehman Aggregate Bond 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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