Chartered Financial Analyst Level 2
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22. With respect to risk attribution in active portfolio management, tracking error is defined as the:
22. With respect to risk attribution in active portfolio management, tracking error is defined as the:
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Last updated: December 24, 2025 at 14:03A
standard deviation of the differences between a portfolio's return and its benchmark return.
B
square of the standard deviation of the differences between a portfolio's return and its benchmark return.
C
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