22. A high net worth investor is monitoring the performance of an index tracking fund in which she has invested. The performance figures of the fund and the benchmark portfolio are summarized in the table below: Year 2005 9.00% 2006 7.00% 2007 7.00% 5.00% 2.00% B. 2.66% C. 3.05% D. 4.09% Benchmark Return Fund Return 2.00% 3.00% 5.00% 4.00% 1.50% 2008 2009 What is the tracking error volatility of the fund over this period? A. 0.09%