(Ch.23) Portfolio returns, in %, over the first six months of a year were 0.13, 0.79, -1.29, 0.23, 1.34, and -0.27. The benchmark returns over the same six months were 0.31, 0.78, -0.67, 0.39, 1.51, and 0.01, respectively. What is the portfolio's annualized tracking error over the period? (Round to the nearest 0.01%, drop the % symbol; e.g., if your answer is 0.335%, record it as 0.34.)