(16) You are given the following with respect to the performance of Turki mutual fund as well as its index benchmark over the last three years (data are semi-annual). You need to calculate the annualized tracking error for this three-year period. Period Benchmark Returns 1 2 3 4 5 6 Returns of Turki Mutual Fund 0.059 0.036 0.025 0.051 0.061 0.044 0.062 0.024 0.011 0.03 0.055 0.053