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Use the table below to help answer questions 9-10: Rb January February March April 207% 1.38% 1.61% 2.76% 1 .60% -0.90% 1.40% 2.40% 1.38% June
Use the table below to help answer questions 9-10: Rb January February March April 207% 1.38% 1.61% 2.76% 1 .60% -0.90% 1.40% 2.40% 1.38% June July 1.25% 1.08% -0.60% September October November December -0.69% 1.38% 3.45% 1 .84% 1.61% 2.60% 1 .80% 1.40% 9. (CH9) Using Excel's STDEV.P function (or standard deviation of a population), annualize the monthly tracking error for the portfolio vs. the benchmark: A, 07 4% B. 1.18% C. 4.63% D. 5.40% E. 5.83% 10. (CH9) Based on the monthly return data, which of the following statements is most likely TRUE: A. The portfolio has an upside capture > 100% and a downside capture > 100% B. The portfolio has an upside capture > 100% and a downside capture 100% D. The portfolio has an upside capture
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