Consider the annual returns produced by two different active equity portfollo managers (A and B) as well as those to the stock index with which they are both compared: a. Did either manager outperform the index, based on the average annoal retura cifferential that he or the produced relative to the benchmark? Use a minus sign to enter negative values, if any. Do not round intermediste calculations. Round your answers to two decimal places. Manager A: Manager B: 's average return is less than the index and "s averege exceeded that of the index, b. Caiculate the tracking error for each manager relative to the index. Which manager did a better job of limiting his or her client's unsystematic eisk exposure? Do not round intermediate calculations. Round your answers to two decimal placet. Manaper A: Manager B: did the better job of limiting the dient's exposure to unsystematic risk as the difference between manager's retums and thase of the index