Based on the information listed in the table below, compute the annualized tracking error (using the traditional volatility approach). Please show at least 4 decimal places. (15 marks)

Table A for Tracking Error

Put your answer here
Time Period by Month	Alpha value	Squared mean diff
1	-0.1750
2	-0.0988
3	0.1550
4	-0.1100
5	0.1963
6	-0.2150
7	0.1325
8	-0.1138
9	-0.0575
10	-0.1550
11	0.1888
12	-0.2150
Annualized Tracking Error = _________________________________