Consider a mutual fund that invests in Developed Europe (the benchmark) and in Emerging Europe (non-benchmark) as follows: Risk-free asset F DM Europe 70% EM Europe 22% 8% Weight % of capital) 62 0.0361 0.0784 0.875 PDM Europe, EM Europe 62 (Fund) PFUND, DM Europe 0.0358 0.988 Compute the tracking error. p denotes correlation. The answer should be given in decimal form (e.g., 1.15 % is 0.0115) Consider a mutual fund that invests in Developed Europe (the benchmark) and in Emerging Europe (non-benchmark) as follows: Risk-free asset F DM Europe 70% EM Europe 22% 8% Weight % of capital) 62 0.0361 0.0784 0.875 PDM Europe, EM Europe 62 (Fund) PFUND, DM Europe 0.0358 0.988 Compute the tracking error. p denotes correlation. The answer should be given in decimal form (e.g., 1.15 % is 0.0115)