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Given a Portfolio Return of 5%,10%,-2% and 4%,and a Tracking 0.0005 0.0005

Question 6

Multiple Choice

Given a portfolio return of 5%,10%,-2% and 4%,and a tracking portfolio of 6%,7%,2% and 5%,calculate the average absolute tracking performance of the portfolio.


A) 0.0005 0.0005
B) 0.0066 0.0066
C) 0.0125 0.0125
D) 0.0258 0.0258

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