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is there an error and what is the type of error? 1.15 10. Answer the below questions. (a) Compute the tracking error from the following
is there an error and what is the type of error?
1.15 10. Answer the below questions. (a) Compute the tracking error from the following information: Portfolio A's Lehman Aggregate Bond Month 2001 Return Index Return (%) January 2.15 1.65 February 0.89 -0.10 March 0.52 April -0.47 -0.60 May 1.71 0.65 June 0.10 0.33 1.04 2.31 August 2.70 1.10 September 0.66 1.23 October 2.15 2.02 November -1.38 -0.61 December 0.59 -1.20 (b) Is the tracking error computed in part) a backward-looking or forward-looking tracking crror? July Step by Step Solution
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