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Consider the annual returns produced by two different active equity portfolio managers (A and B) as well as those to the stock index with which they are both compared: a. Did either manager outperform the index, based on the average annual return differential that he or she produced relative to the benchmark? Use a minus sign to enter negative values, if any. Do not round intermediste calculations. Round your answers to two decirnal places. Manager A: Manager 0: 4 average return is less than the index and Is average exceeded that of the index b. Colculate the tracking error for each manoper relative to the index. Which manager did a hetter fobi of limiting his or her client's uns ysternatic nisk exposure? 00 not round intermediate calculations. Round your answers to two decimal places. Manager A: Manager 9: did the better job of liming the client's exposure to unsystematic nsk as the difference between manager's retums and those of the index toria standard devation. a. Did either manager outperform the index, based on the average annual ret Use a minus sign to enter negative values, if any. Do not round intermedia Manager A: Manager B: % s average return is less than the index and 's ave the tracking error for each manager relative to the index. Which ure? Do not round intermediate calculations. Round your answer Manager A Manager B % % did the better job of limiting the client's exposure to unsyste the index has a standard deviation. risk exposure? Do not round intermediate calculations. Roun Manager A: % Manager B: % did the better job of limiting the client's expos the index has a standard deviation. Manager A: % Manager B: % did the better job of limiting the client's expost a standard deviation

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