Question: The below table provides returns on an actively managed portfolio and its benchmark: Period Portfolio Return Benchmark Return 1 2 % 0 % 2 -

The below table provides returns on an actively managed portfolio and its benchmark:
Period Portfolio Return Benchmark Return
12%0%
2-2%-8%
36%11%
4-9%-11%
56%
2%
Attempt 2/3 for 8 pts.
Part 1
What is the tracking error of this portfolio?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!