The tracking error of an optimized portfolio can be expressed in terms of the
of the portfolio and thus reveal .
A. return; portfolio performance
B. total risk; portfolio performance
C. beta; portfolio performance
D. beta; benchmark risk
E. relative return; benchmark risk
of the portfolio and thus reveal .
A. return; portfolio performance
B. total risk; portfolio performance
C. beta; portfolio performance
D. beta; benchmark risk
E. relative return; benchmark risk