Question: (Ch.23) Portfolio returns, in %, over the first six months of a year were 0.18, 0.68, (-0.66), 0.32, 1.72, and (-0.31). The benchmark returns over

(Ch.23) Portfolio returns, in %, over the first six months of a year were 0.18, 0.68, (-0.66), 0.32, 1.72, and (-0.31). The benchmark returns over the same six months were 0.2, 0.6, (-0.88), 0.46, 1.62, and 0, 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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