Which of the following is an incorrect statement regarding the relationship between Abnormal Returns (Alphas) a fund generates and its Tracking Error against a benchmark? Investors determine the level of tracking error and then choose the fund that has a high significant abnormal returns (alphas) High Tracking Error can result in low and negative Abnormal Returns (Alphas) High Abnormal Returns (Alphas) are a result of high Tracking Errors. Tracking errors cannot be negative but abnormal returns (Alphas) can be negative O High Tracking Error results in high positive Abnormal Returns (Alphas)