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When the performance of an investment grade corporate bond portfolio is compared to a relevant bond index, which of the following statements about tracking error is CORRECT? A. If the return on the bond portfolio closely matches the return of the bond index the tracking error is small. B. If the return on the bond portfolio is substantially lower than the return on the bond index the tracking error is small. C. Tracking error refers to how closely the return on the bond index matches traders' expectations and is not related to the return on the bond portfolio. |