Question: An ETF's reported tracking error is typically measured as the: Select one: a. annualized standard deviation of the difference in daily returns between an ETF
An ETF's reported tracking error is typically measured as the: Select one: a. annualized standard deviation of the difference in daily returns between an ETF and its benchmark. b. standard deviation of the difference in daily returns between an ETF and its benchmark. c. rolling standard deviation of the difference in weekly returns between an ETF and its benchmark. d. difference in annual return between an ETF and its benchmark over the past 12 months
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