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Index Period Manager A (%) (%) 1 7.8 7.5 2 3.4 4.2 3 8.5 9.2 4 -4.4 -4.3 5 -7.8 -8.0 6 10.5 11.1 Calculate
Index Period Manager A (%) (%) 1 7.8 7.5 2 3.4 4.2 3 8.5 9.2 4 -4.4 -4.3 5 -7.8 -8.0 6 10.5 11.1 Calculate the tracking error for Manager A relative to the index. You are told that Manager B had a tracking error of 2.07%. Which manager did a better job of limiting his or her client's unsystematic risk exposure? Explain. Returns are on an annual basis. For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac). B I U Paragraph V Arial 10pt A IX a 5 === !!! !!! ... Index Period Manager A (%) (%) 1 7.8 7.5 2 3.4 4.2 3 8.5 9.2 4 -4.4 -4.3 5 -7.8 -8.0 6 10.5 11.1 Calculate the tracking error for Manager A relative to the index. You are told that Manager B had a tracking error of 2.07%. Which manager did a better job of limiting his or her client's unsystematic risk exposure? Explain. Returns are on an annual basis. For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac). B I U Paragraph V Arial 10pt A IX a 5 ===
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