Question: (Ch.23) Portfolio returns, in %, over the first six months of a year were 0.13, 0.79, (-0.42), 0.26, 1.98, and (-0.13). The benchmark returns over

(Ch.23) Portfolio returns, in %, over the first six months of a year were 0.13, 0.79, (-0.42), 0.26, 1.98, and (-0.13). The benchmark returns over the same six months were 0.35, 0.8, (-0.99), 0.36, 1.73, and (-0.15), 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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