SlideShare une entreprise Scribd logo
1  sur  1
Télécharger pour lire hors ligne
Tracking Error Question: - Using the table of log-returns for the Portfolio and Benchmark Index,
calculate the monthly and annual tracking error of the portfolio to the benchmark. Hint: -
Calculate annual tracking error by multiplying monthly values by 12. Enter your answer in the
table below in the cells colored yellow. You must show all work to receive credit.

Contenu connexe

Plus de amazingkidstoys

transcript. Which of the following are differences between DNA, which.pdf
 transcript. Which of the following are differences between DNA, which.pdf transcript. Which of the following are differences between DNA, which.pdf
transcript. Which of the following are differences between DNA, which.pdfamazingkidstoys
 
Trace the output of the following short program. If the program crash.pdf
 Trace the output of the following short program. If the program crash.pdf Trace the output of the following short program. If the program crash.pdf
Trace the output of the following short program. If the program crash.pdfamazingkidstoys
 
Treasury spot interest rates are as follows Part 1 Q. Attempt 110 f.pdf
 Treasury spot interest rates are as follows Part 1 Q. Attempt 110 f.pdf Treasury spot interest rates are as follows Part 1 Q. Attempt 110 f.pdf
Treasury spot interest rates are as follows Part 1 Q. Attempt 110 f.pdfamazingkidstoys
 
Total magnification of a microscope is determined by Multiple C.pdf
 Total magnification of a microscope is determined by Multiple C.pdf Total magnification of a microscope is determined by Multiple C.pdf
Total magnification of a microscope is determined by Multiple C.pdfamazingkidstoys
 
Topographic map of the Grand Duchy of Freedonia contour interval =20.pdf
 Topographic map of the Grand Duchy of Freedonia contour interval =20.pdf Topographic map of the Grand Duchy of Freedonia contour interval =20.pdf
Topographic map of the Grand Duchy of Freedonia contour interval =20.pdfamazingkidstoys
 
Tree inin A recursave tree data structure. Note the retationship bet.pdf
 Tree inin A recursave tree data structure. Note the retationship bet.pdf Tree inin A recursave tree data structure. Note the retationship bet.pdf
Tree inin A recursave tree data structure. Note the retationship bet.pdfamazingkidstoys
 
Use of Computer Services This case pertains to determining the approp.pdf
 Use of Computer Services This case pertains to determining the approp.pdf Use of Computer Services This case pertains to determining the approp.pdf
Use of Computer Services This case pertains to determining the approp.pdfamazingkidstoys
 
Travis Company purchased merchandise on account from a supplier for $.pdf
 Travis Company purchased merchandise on account from a supplier for $.pdf Travis Company purchased merchandise on account from a supplier for $.pdf
Travis Company purchased merchandise on account from a supplier for $.pdfamazingkidstoys
 
Use numList file which got created above. Write a program that will.pdf
 Use numList file which got created above. Write a program that will.pdf Use numList file which got created above. Write a program that will.pdf
Use numList file which got created above. Write a program that will.pdfamazingkidstoys
 
urrent Attempt in Progress At December 31, 2021, Martinez Imports rep.pdf
 urrent Attempt in Progress At December 31, 2021, Martinez Imports rep.pdf urrent Attempt in Progress At December 31, 2021, Martinez Imports rep.pdf
urrent Attempt in Progress At December 31, 2021, Martinez Imports rep.pdfamazingkidstoys
 
Use Figure 12.2 to answer the following questio.pdf
 Use Figure 12.2 to answer the following questio.pdf Use Figure 12.2 to answer the following questio.pdf
Use Figure 12.2 to answer the following questio.pdfamazingkidstoys
 
Use Excels Analysis ToolPak, with a seed of 1 , to generate 1,000 ra.pdf
 Use Excels Analysis ToolPak, with a seed of 1 , to generate 1,000 ra.pdf Use Excels Analysis ToolPak, with a seed of 1 , to generate 1,000 ra.pdf
Use Excels Analysis ToolPak, with a seed of 1 , to generate 1,000 ra.pdfamazingkidstoys
 
Under the heterogenous treatment effect setup and the usual LATE (Loc.pdf
 Under the heterogenous treatment effect setup and the usual LATE (Loc.pdf Under the heterogenous treatment effect setup and the usual LATE (Loc.pdf
Under the heterogenous treatment effect setup and the usual LATE (Loc.pdfamazingkidstoys
 
Understanding regional tectonics using beach balls Part I Remember b.pdf
 Understanding regional tectonics using beach balls Part I Remember b.pdf Understanding regional tectonics using beach balls Part I Remember b.pdf
Understanding regional tectonics using beach balls Part I Remember b.pdfamazingkidstoys
 
Use =0.05. What is your conclusion.pdf
 Use =0.05. What is your conclusion.pdf Use =0.05. What is your conclusion.pdf
Use =0.05. What is your conclusion.pdfamazingkidstoys
 
Understanding marginal and average tax rates Consider the imaginary n.pdf
 Understanding marginal and average tax rates Consider the imaginary n.pdf Understanding marginal and average tax rates Consider the imaginary n.pdf
Understanding marginal and average tax rates Consider the imaginary n.pdfamazingkidstoys
 
Tropical Cyclones - Know where tropical cyclones develop and the prim.pdf
 Tropical Cyclones - Know where tropical cyclones develop and the prim.pdf Tropical Cyclones - Know where tropical cyclones develop and the prim.pdf
Tropical Cyclones - Know where tropical cyclones develop and the prim.pdfamazingkidstoys
 
Unit 3.2 DB Irish Republic Army. Av Imagine that you lived in Irelan.pdf
 Unit 3.2 DB Irish Republic Army. Av Imagine that you lived in Irelan.pdf Unit 3.2 DB Irish Republic Army. Av Imagine that you lived in Irelan.pdf
Unit 3.2 DB Irish Republic Army. Av Imagine that you lived in Irelan.pdfamazingkidstoys
 
Una probabilidad es una afirmaci�n num�rica sobre la probabilidad.pdf
 Una probabilidad es una afirmaci�n num�rica sobre la probabilidad.pdf Una probabilidad es una afirmaci�n num�rica sobre la probabilidad.pdf
Una probabilidad es una afirmaci�n num�rica sobre la probabilidad.pdfamazingkidstoys
 
Una muestra de pulm�n de un paciente con neumon�a contiene bacilos .pdf
 Una muestra de pulm�n de un paciente con neumon�a contiene bacilos .pdf Una muestra de pulm�n de un paciente con neumon�a contiene bacilos .pdf
Una muestra de pulm�n de un paciente con neumon�a contiene bacilos .pdfamazingkidstoys
 

Plus de amazingkidstoys (20)

transcript. Which of the following are differences between DNA, which.pdf
 transcript. Which of the following are differences between DNA, which.pdf transcript. Which of the following are differences between DNA, which.pdf
transcript. Which of the following are differences between DNA, which.pdf
 
Trace the output of the following short program. If the program crash.pdf
 Trace the output of the following short program. If the program crash.pdf Trace the output of the following short program. If the program crash.pdf
Trace the output of the following short program. If the program crash.pdf
 
Treasury spot interest rates are as follows Part 1 Q. Attempt 110 f.pdf
 Treasury spot interest rates are as follows Part 1 Q. Attempt 110 f.pdf Treasury spot interest rates are as follows Part 1 Q. Attempt 110 f.pdf
Treasury spot interest rates are as follows Part 1 Q. Attempt 110 f.pdf
 
Total magnification of a microscope is determined by Multiple C.pdf
 Total magnification of a microscope is determined by Multiple C.pdf Total magnification of a microscope is determined by Multiple C.pdf
Total magnification of a microscope is determined by Multiple C.pdf
 
Topographic map of the Grand Duchy of Freedonia contour interval =20.pdf
 Topographic map of the Grand Duchy of Freedonia contour interval =20.pdf Topographic map of the Grand Duchy of Freedonia contour interval =20.pdf
Topographic map of the Grand Duchy of Freedonia contour interval =20.pdf
 
Tree inin A recursave tree data structure. Note the retationship bet.pdf
 Tree inin A recursave tree data structure. Note the retationship bet.pdf Tree inin A recursave tree data structure. Note the retationship bet.pdf
Tree inin A recursave tree data structure. Note the retationship bet.pdf
 
Use of Computer Services This case pertains to determining the approp.pdf
 Use of Computer Services This case pertains to determining the approp.pdf Use of Computer Services This case pertains to determining the approp.pdf
Use of Computer Services This case pertains to determining the approp.pdf
 
Travis Company purchased merchandise on account from a supplier for $.pdf
 Travis Company purchased merchandise on account from a supplier for $.pdf Travis Company purchased merchandise on account from a supplier for $.pdf
Travis Company purchased merchandise on account from a supplier for $.pdf
 
Use numList file which got created above. Write a program that will.pdf
 Use numList file which got created above. Write a program that will.pdf Use numList file which got created above. Write a program that will.pdf
Use numList file which got created above. Write a program that will.pdf
 
urrent Attempt in Progress At December 31, 2021, Martinez Imports rep.pdf
 urrent Attempt in Progress At December 31, 2021, Martinez Imports rep.pdf urrent Attempt in Progress At December 31, 2021, Martinez Imports rep.pdf
urrent Attempt in Progress At December 31, 2021, Martinez Imports rep.pdf
 
Use Figure 12.2 to answer the following questio.pdf
 Use Figure 12.2 to answer the following questio.pdf Use Figure 12.2 to answer the following questio.pdf
Use Figure 12.2 to answer the following questio.pdf
 
Use Excels Analysis ToolPak, with a seed of 1 , to generate 1,000 ra.pdf
 Use Excels Analysis ToolPak, with a seed of 1 , to generate 1,000 ra.pdf Use Excels Analysis ToolPak, with a seed of 1 , to generate 1,000 ra.pdf
Use Excels Analysis ToolPak, with a seed of 1 , to generate 1,000 ra.pdf
 
Under the heterogenous treatment effect setup and the usual LATE (Loc.pdf
 Under the heterogenous treatment effect setup and the usual LATE (Loc.pdf Under the heterogenous treatment effect setup and the usual LATE (Loc.pdf
Under the heterogenous treatment effect setup and the usual LATE (Loc.pdf
 
Understanding regional tectonics using beach balls Part I Remember b.pdf
 Understanding regional tectonics using beach balls Part I Remember b.pdf Understanding regional tectonics using beach balls Part I Remember b.pdf
Understanding regional tectonics using beach balls Part I Remember b.pdf
 
Use =0.05. What is your conclusion.pdf
 Use =0.05. What is your conclusion.pdf Use =0.05. What is your conclusion.pdf
Use =0.05. What is your conclusion.pdf
 
Understanding marginal and average tax rates Consider the imaginary n.pdf
 Understanding marginal and average tax rates Consider the imaginary n.pdf Understanding marginal and average tax rates Consider the imaginary n.pdf
Understanding marginal and average tax rates Consider the imaginary n.pdf
 
Tropical Cyclones - Know where tropical cyclones develop and the prim.pdf
 Tropical Cyclones - Know where tropical cyclones develop and the prim.pdf Tropical Cyclones - Know where tropical cyclones develop and the prim.pdf
Tropical Cyclones - Know where tropical cyclones develop and the prim.pdf
 
Unit 3.2 DB Irish Republic Army. Av Imagine that you lived in Irelan.pdf
 Unit 3.2 DB Irish Republic Army. Av Imagine that you lived in Irelan.pdf Unit 3.2 DB Irish Republic Army. Av Imagine that you lived in Irelan.pdf
Unit 3.2 DB Irish Republic Army. Av Imagine that you lived in Irelan.pdf
 
Una probabilidad es una afirmaci�n num�rica sobre la probabilidad.pdf
 Una probabilidad es una afirmaci�n num�rica sobre la probabilidad.pdf Una probabilidad es una afirmaci�n num�rica sobre la probabilidad.pdf
Una probabilidad es una afirmaci�n num�rica sobre la probabilidad.pdf
 
Una muestra de pulm�n de un paciente con neumon�a contiene bacilos .pdf
 Una muestra de pulm�n de un paciente con neumon�a contiene bacilos .pdf Una muestra de pulm�n de un paciente con neumon�a contiene bacilos .pdf
Una muestra de pulm�n de un paciente con neumon�a contiene bacilos .pdf
 

Dernier

Introduction to AI in Higher Education_draft.pptx
Introduction to AI in Higher Education_draft.pptxIntroduction to AI in Higher Education_draft.pptx
Introduction to AI in Higher Education_draft.pptxpboyjonauth
 
The basics of sentences session 2pptx copy.pptx
The basics of sentences session 2pptx copy.pptxThe basics of sentences session 2pptx copy.pptx
The basics of sentences session 2pptx copy.pptxheathfieldcps1
 
How to Make a Pirate ship Primary Education.pptx
How to Make a Pirate ship Primary Education.pptxHow to Make a Pirate ship Primary Education.pptx
How to Make a Pirate ship Primary Education.pptxmanuelaromero2013
 
Contemporary philippine arts from the regions_PPT_Module_12 [Autosaved] (1).pptx
Contemporary philippine arts from the regions_PPT_Module_12 [Autosaved] (1).pptxContemporary philippine arts from the regions_PPT_Module_12 [Autosaved] (1).pptx
Contemporary philippine arts from the regions_PPT_Module_12 [Autosaved] (1).pptxRoyAbrique
 
Measures of Central Tendency: Mean, Median and Mode
Measures of Central Tendency: Mean, Median and ModeMeasures of Central Tendency: Mean, Median and Mode
Measures of Central Tendency: Mean, Median and ModeThiyagu K
 
Separation of Lanthanides/ Lanthanides and Actinides
Separation of Lanthanides/ Lanthanides and ActinidesSeparation of Lanthanides/ Lanthanides and Actinides
Separation of Lanthanides/ Lanthanides and ActinidesFatimaKhan178732
 
PSYCHIATRIC History collection FORMAT.pptx
PSYCHIATRIC   History collection FORMAT.pptxPSYCHIATRIC   History collection FORMAT.pptx
PSYCHIATRIC History collection FORMAT.pptxPoojaSen20
 
CARE OF CHILD IN INCUBATOR..........pptx
CARE OF CHILD IN INCUBATOR..........pptxCARE OF CHILD IN INCUBATOR..........pptx
CARE OF CHILD IN INCUBATOR..........pptxGaneshChakor2
 
Hybridoma Technology ( Production , Purification , and Application )
Hybridoma Technology  ( Production , Purification , and Application  ) Hybridoma Technology  ( Production , Purification , and Application  )
Hybridoma Technology ( Production , Purification , and Application ) Sakshi Ghasle
 
Introduction to ArtificiaI Intelligence in Higher Education
Introduction to ArtificiaI Intelligence in Higher EducationIntroduction to ArtificiaI Intelligence in Higher Education
Introduction to ArtificiaI Intelligence in Higher Educationpboyjonauth
 
Industrial Policy - 1948, 1956, 1973, 1977, 1980, 1991
Industrial Policy - 1948, 1956, 1973, 1977, 1980, 1991Industrial Policy - 1948, 1956, 1973, 1977, 1980, 1991
Industrial Policy - 1948, 1956, 1973, 1977, 1980, 1991RKavithamani
 
APM Welcome, APM North West Network Conference, Synergies Across Sectors
APM Welcome, APM North West Network Conference, Synergies Across SectorsAPM Welcome, APM North West Network Conference, Synergies Across Sectors
APM Welcome, APM North West Network Conference, Synergies Across SectorsAssociation for Project Management
 
Software Engineering Methodologies (overview)
Software Engineering Methodologies (overview)Software Engineering Methodologies (overview)
Software Engineering Methodologies (overview)eniolaolutunde
 
microwave assisted reaction. General introduction
microwave assisted reaction. General introductionmicrowave assisted reaction. General introduction
microwave assisted reaction. General introductionMaksud Ahmed
 
Sanyam Choudhary Chemistry practical.pdf
Sanyam Choudhary Chemistry practical.pdfSanyam Choudhary Chemistry practical.pdf
Sanyam Choudhary Chemistry practical.pdfsanyamsingh5019
 
The Most Excellent Way | 1 Corinthians 13
The Most Excellent Way | 1 Corinthians 13The Most Excellent Way | 1 Corinthians 13
The Most Excellent Way | 1 Corinthians 13Steve Thomason
 
Q4-W6-Restating Informational Text Grade 3
Q4-W6-Restating Informational Text Grade 3Q4-W6-Restating Informational Text Grade 3
Q4-W6-Restating Informational Text Grade 3JemimahLaneBuaron
 
Science 7 - LAND and SEA BREEZE and its Characteristics
Science 7 - LAND and SEA BREEZE and its CharacteristicsScience 7 - LAND and SEA BREEZE and its Characteristics
Science 7 - LAND and SEA BREEZE and its CharacteristicsKarinaGenton
 

Dernier (20)

Introduction to AI in Higher Education_draft.pptx
Introduction to AI in Higher Education_draft.pptxIntroduction to AI in Higher Education_draft.pptx
Introduction to AI in Higher Education_draft.pptx
 
The basics of sentences session 2pptx copy.pptx
The basics of sentences session 2pptx copy.pptxThe basics of sentences session 2pptx copy.pptx
The basics of sentences session 2pptx copy.pptx
 
How to Make a Pirate ship Primary Education.pptx
How to Make a Pirate ship Primary Education.pptxHow to Make a Pirate ship Primary Education.pptx
How to Make a Pirate ship Primary Education.pptx
 
Contemporary philippine arts from the regions_PPT_Module_12 [Autosaved] (1).pptx
Contemporary philippine arts from the regions_PPT_Module_12 [Autosaved] (1).pptxContemporary philippine arts from the regions_PPT_Module_12 [Autosaved] (1).pptx
Contemporary philippine arts from the regions_PPT_Module_12 [Autosaved] (1).pptx
 
Measures of Central Tendency: Mean, Median and Mode
Measures of Central Tendency: Mean, Median and ModeMeasures of Central Tendency: Mean, Median and Mode
Measures of Central Tendency: Mean, Median and Mode
 
Separation of Lanthanides/ Lanthanides and Actinides
Separation of Lanthanides/ Lanthanides and ActinidesSeparation of Lanthanides/ Lanthanides and Actinides
Separation of Lanthanides/ Lanthanides and Actinides
 
PSYCHIATRIC History collection FORMAT.pptx
PSYCHIATRIC   History collection FORMAT.pptxPSYCHIATRIC   History collection FORMAT.pptx
PSYCHIATRIC History collection FORMAT.pptx
 
CARE OF CHILD IN INCUBATOR..........pptx
CARE OF CHILD IN INCUBATOR..........pptxCARE OF CHILD IN INCUBATOR..........pptx
CARE OF CHILD IN INCUBATOR..........pptx
 
Hybridoma Technology ( Production , Purification , and Application )
Hybridoma Technology  ( Production , Purification , and Application  ) Hybridoma Technology  ( Production , Purification , and Application  )
Hybridoma Technology ( Production , Purification , and Application )
 
Introduction to ArtificiaI Intelligence in Higher Education
Introduction to ArtificiaI Intelligence in Higher EducationIntroduction to ArtificiaI Intelligence in Higher Education
Introduction to ArtificiaI Intelligence in Higher Education
 
Industrial Policy - 1948, 1956, 1973, 1977, 1980, 1991
Industrial Policy - 1948, 1956, 1973, 1977, 1980, 1991Industrial Policy - 1948, 1956, 1973, 1977, 1980, 1991
Industrial Policy - 1948, 1956, 1973, 1977, 1980, 1991
 
APM Welcome, APM North West Network Conference, Synergies Across Sectors
APM Welcome, APM North West Network Conference, Synergies Across SectorsAPM Welcome, APM North West Network Conference, Synergies Across Sectors
APM Welcome, APM North West Network Conference, Synergies Across Sectors
 
Software Engineering Methodologies (overview)
Software Engineering Methodologies (overview)Software Engineering Methodologies (overview)
Software Engineering Methodologies (overview)
 
Código Creativo y Arte de Software | Unidad 1
Código Creativo y Arte de Software | Unidad 1Código Creativo y Arte de Software | Unidad 1
Código Creativo y Arte de Software | Unidad 1
 
microwave assisted reaction. General introduction
microwave assisted reaction. General introductionmicrowave assisted reaction. General introduction
microwave assisted reaction. General introduction
 
Sanyam Choudhary Chemistry practical.pdf
Sanyam Choudhary Chemistry practical.pdfSanyam Choudhary Chemistry practical.pdf
Sanyam Choudhary Chemistry practical.pdf
 
The Most Excellent Way | 1 Corinthians 13
The Most Excellent Way | 1 Corinthians 13The Most Excellent Way | 1 Corinthians 13
The Most Excellent Way | 1 Corinthians 13
 
Model Call Girl in Bikash Puri Delhi reach out to us at 🔝9953056974🔝
Model Call Girl in Bikash Puri  Delhi reach out to us at 🔝9953056974🔝Model Call Girl in Bikash Puri  Delhi reach out to us at 🔝9953056974🔝
Model Call Girl in Bikash Puri Delhi reach out to us at 🔝9953056974🔝
 
Q4-W6-Restating Informational Text Grade 3
Q4-W6-Restating Informational Text Grade 3Q4-W6-Restating Informational Text Grade 3
Q4-W6-Restating Informational Text Grade 3
 
Science 7 - LAND and SEA BREEZE and its Characteristics
Science 7 - LAND and SEA BREEZE and its CharacteristicsScience 7 - LAND and SEA BREEZE and its Characteristics
Science 7 - LAND and SEA BREEZE and its Characteristics
 

Tracking Error Question - Using the table of log-returns for the Por.pdf

  • 1. Tracking Error Question: - Using the table of log-returns for the Portfolio and Benchmark Index, calculate the monthly and annual tracking error of the portfolio to the benchmark. Hint: - Calculate annual tracking error by multiplying monthly values by 12. Enter your answer in the table below in the cells colored yellow. You must show all work to receive credit.