Question: 3. Compute the tracking error in basis points and tracking error in basis points annualized from the following information: Lehman Month Portfolio A's Aggregate 2001

3. Compute the tracking error in basis points and tracking error in basis points annualized from the following information: Lehman Month Portfolio A's Aggregate 2001 Return (%) Bond Index Return (%) January 2.15 1.65 February 0.89 -0.1 March 1.15 0.52 April -0.47 -0.6 May 1.71 0.65 June 0.1 0.33 July 1.04 2.31 August 2.7 2.2 September 0.66 1.23 October 2.15 2.02 November -1.38 -0.61 December -0.59 -1.2 Tracking error in basis points = #N/A Tracking error in basis points annualized = #N/A

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