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Show calculation. 7. The following information is provided on a portfolio's performance against the benchmark. Calculate the standard deviation of returns and the tracking error
Show calculation.
7. The following information is provided on a portfolio's performance against the benchmark. Calculate the standard deviation of returns and the tracking error and interpret the results. (use population, not sample formula) PERIOD RP 1 2 3 4 5 6 2.5% 3.6% -0.5% 1.5% 2.4% 2.6% RB (Benchmark Return) 2.3% 3.0% -0.4% 1.8% 2.4% 3.0%Step by Step Solution
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