Question: Tracking error is defined asOption Athe variance of the return difference between the portfolio and the benchmark.Option Bthe variance of the return of the actively-managed

Tracking error is defined asOption Athe variance of the return difference between the portfolio and the benchmark.Option Bthe variance of the return of the actively-managed portfolio.Option Cthe variance of the return of the benchmark portfolio.Option Dthe difference between the returns on the overall risky portfolio versus the benchmark return.

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