Question: (Ch.23) Portfolio returns, in %, over the first six months of a year were 0.28, 0.63, 0.37, 0.62, 1.44, and (-0.15). The benchmark returns over

(Ch.23) Portfolio returns, in %, over the first six months of a year were 0.28, 0.63, 0.37, 0.62, 1.44, and (-0.15). The benchmark returns over the same six months were 0.33, 0.58, (-0.84), 0.32, 1.53, and (-0.13), respectively. What is the portfolio's annualized tracking error over the period? Round to the nearest 0.01%, drop the % symbol; e.g., if your answer is 0.335%, record it as 0.34 (not 0.34%, not .34, not .34%).

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