Question: (Ch.23) Portfolio returns, in %, over the first six months of a year were 0.26, 0.77, 0.05, 0.48, 1.65, and (-0.35). The benchmark returns over

(Ch.23) Portfolio returns, in %, over the first six months of a year were 0.26, 0.77, 0.05, 0.48, 1.65, and (-0.35). The benchmark returns over the same six months were 0.28, 0.75, (-0.73), 0.3, 1.6, and (-0.03), respectively. What is the portfolio's monthly (i.e., NOT annualized) tracking error over the period? Round to the nearest 0.01%, drop the % symbol; e.g., if your answer is 0.135%, record it as 0.14. (not 0.14%, not .14, not .14%).)

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