3. Suppose that the actual returns for a portfolio and the returns on the benchmark index, the Salomon Smith Barney Broad Investment Grade Index, are as shown below Calculate the active return and tracking error for this portfolio Month in 2001 an Feb March Portfolio return (%) 0.75 0.40 1.79 0.89 0.50 0.72 3.20 1.95 0.23 1.20 1.90 0.25 Benchmark BIG return (%) 1.65 0.89 0.52 -0.47 0.65 0.33 2.31 1.10 1.23 2.02 April May une ul Au Sept Oct Nov Dec -0.59