I need this done with explanation

18. You are reviewing a report by a portfolio manager that indicates that a fund's predicted (forward-looking) tracking error is 98.23 basis points. Furthermore, it is reported that the predicted tracking error due to systematic risk is 95 basis points and the predicted tracking error due to non-systematic risk is 25 basis points. Why doesn't the sum of these two tracking error components total up to 98.23 basis points