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Compute the annual tracking error from the following information ( Chapter 2 5 ) : table [ [ Month , table [ [

Compute the annual tracking error from the following information (Chapter 25):
\table[[Month,\table[[Portfolio A's],[return (%)]],\table[[Portfolio B (Benchmark)'s],[return (%)]]],[Jan,2.15,1.65],[Feb,0.89,-0.10],[Mar,1.15,0.52],[Apr,-0.47,-0.60],[May,1.71,0.65],[June,0.10,0.33]]
\table[[July,1.04,2.31],[Aug,2.70,1.10],[Sep,0.66,1.23],[Oct,2.15,2.02],[Nov,-1.38,-0.61],[Dec,-0.59,-1.20]]
In addition, discuss what is meant by a tracking error of a portfolio.
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