Question
Compute the tracking error from the following information: Month Portfoio A (%) Benchmark (%). January 9.19 9.95 February 9.75 10.44 March 10.56 9.89 April 10.58
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Step: 1
To compute the tracking error we first need to calculate the excess return for each month by subtrac...Get Instant Access to Expert-Tailored Solutions
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Step: 2
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Bond Markets Analysis and Strategies
Authors: Frank J.Fabozzi
9th edition
133796779, 978-0133796773
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