Suppose you found that the tracking error of a bond portfolio, which you obtained by using monthly
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Suppose you found that the tracking error of a bond portfolio, which you obtained by using monthly data, is 8.5 basis points. What is the corresponding annual tracking error for this portfolio?
Related Book For
Essentials Of Business Statistics
ISBN: 9780078020537
5th Edition
Authors: Bruce Bowerman, Richard Connell, Emily Murphree, Burdeane Or
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