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2) Based on the information listed in the table below, compute the annualized tracking error...

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2) Based on the information listed in the table below, compute the annualized tracking error (using the traditional volatility approach). Please show at least 4 decimal places. (15 marks) Table A for Tracking Error Put your answer here Time Period by Month 12 Alpha value- Squared mean diff -0.1750 3 22 -0.0988 2 32 0.1550 e 42 -0.1100 52 0.1963 1 62 -0.2150 e 7- 0.1325 e se -0.1138 9 -0.0575 e 102 -0.1550 e ] 112 0.1888 e 12 -0.2150 e 1 l 1 1 1 1 1 1 1 Lt Annualized Tracking Error = 2) Based on the information listed in the table below, compute the annualized tracking error (using the traditional volatility approach). Please show at least 4 decimal places. (15 marks) Table A for Tracking Error Put your answer here Time Period by Month 12 Alpha value- Squared mean diff -0.1750 3 22 -0.0988 2 32 0.1550 e 42 -0.1100 52 0.1963 1 62 -0.2150 e 7- 0.1325 e se -0.1138 9 -0.0575 e 102 -0.1550 e ] 112 0.1888 e 12 -0.2150 e 1 l 1 1 1 1 1 1 1 Lt Annualized Tracking Error =

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