Question: Can you help me find the fund tracking error, required C? The answer I have, 1.96, is incorrect. Required C is the only part of

Can you help me find the fund tracking error, required C? The answer I have, 1.96, is incorrect. Required C is the only part of the problem I cannot solve. Will give a if the answer is correct. Thank you in advance.

The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year: Required: a. What is the Sharpe ratio for the fund and the benchmark? b. What is the Treynor ratio for the fund and the benchmark? c. What is the fund tracking error? d. What is the beta for the fund? e. What is Jensen's alpha for the fund? Answer is complete but not entirely correct. Complete this question by entering your answers in the tabs below. What is the fund tracking errori fequired c wund intermediate calculations. Round your final answer to 2 decimal places.)

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