Question: 2. Assuming active returns are normally distributed, calculate the expected returns about the benchmark at various at the 67%, 95%, and 99% confidence levels assuming

2. Assuming active returns are normally distributed, calculate the expected returns

2. Assuming active returns are normally distributed, calculate the expected returns about the benchmark at various at the 67%, 95%, and 99% confidence levels assuming the following data: Expected active return (%) 2% Tracking error (%) 3% Benchmark expected return 8% 2. Assuming active returns are normally distributed, calculate the expected returns about the benchmark at various at the 67%, 95%, and 99% confidence levels assuming the following data: Expected active return (%) 2% Tracking error (%) 3% Benchmark expected return 8%

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