Which of the following is an incorrect statement regarding the relationship between Abnormal Returns (Alphas) that 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 return (alpha) Tracking errors cannot be negative but abnormal returns (Alphas) can be negative High Tracking Error can result in low and negative Abnormal Returns (Alphas) High Abnormal Returns (Alphas) are a result of high Tracking Errors. High Tracking Error results in high positive Abnormal Returns (Alphas) Which of the following is an incorrect statement regarding the relationship between Abnormal Returns (Alphas) that 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 return (alpha) Tracking errors cannot be negative but abnormal returns (Alphas) can be negative High Tracking Error can result in low and negative Abnormal Returns (Alphas) High Abnormal Returns (Alphas) are a result of high Tracking Errors. High Tracking Error results in high positive Abnormal Returns (Alphas)