Question: For Tracking Error, what is GE Aerospace's value from November 06, 2020 to February 09, 2021? (Annualized; 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: TE = \sigma(r - r_b) * \sqrt{252}; r_b is the benchmark daily return
Data:
date,close,benchmark_close
2020-11-05,39.823238372802734,3510.449951171875
2020-11-06,40.32165145874024,3509.43994140625
2020-11-09,43.46165466308594,3550.5
2020-11-10,44.75753021240234,3545.530029296875
2020-11-11,44.3089599609375,3572.659912109375
2020-11-12,43.6610221862793,3537.010009765625
2020-11-13,46.103248596191406,3585.14990234375
2020-11-16,47.69816970825195,3626.909912109375
2020-11-17,48.24642562866211,3609.530029296875
2020-11-18,48.49563217163086,3567.7900390625
2020-11-19,48.14674377441406,3581.8701171875
2020-11-20,48.64515686035156,3557.5400390625
2020-11-23,50.19023895263672,3577.590087890625
2020-11-24,52.08420944213867,3635.409912109375
2020-11-25,52.33341598510742,3629.64990234375
2020-11-27,51.83500289916992,3638.35009765625
2020-11-30,50.73849487304688,3621.6298828125
2020-12-01,50.58897018432617,3662.449951171875
2020-12-02,51.98452758789063,3669.010009765625
2020-12-03,52.83182907104492,3666.719970703125
2020-12-04,54.227386474609375,3699.1201171875
2020-12-07,54.12770462036133,3691.9599609375
2020-12-08,54.62611770629883,3702.25
2020-12-09,56.76929473876953,3672.820068359375
2020-12-10,56.420406341552734,3668.10009765625
2020-12-11,55.62294387817383,3663.4599609375
2020-12-14,53.97817993164063,3647.489990234375
2020-12-15,55.37373733520508,3694.6201171875
2020-12-16,54.476593017578125,3701.169921875
2020-12-17,54.227386474609375,3722.47998046875
2020-12-18,53.87849807739258,3709.409912109375
2020-12-21,53.67913436889648,3694.919921875
2020-12-22,52.88167190551758,3687.260009765625
2020-12-23,54.12770462036133,3690.010009765625
2020-12-24,53.08103561401367,3703.06005859375
2020-12-28,53.03119659423828,3735.360107421875
2020-12-29,52.63246536254883,3727.0400390625
2020-12-30,53.38008499145508,3732.0400390625
2020-12-31,53.82865524291992,3756.070068359375
2021-01-04,52.18389129638672,3700.64990234375
2021-01-05,53.67913436889648,3726.860107421875
2021-01-06,56.619773864746094,3748.139892578125
2021-01-07,56.171199798583984,3803.7900390625
2021-01-08,56.52008819580078,3824.679931640625
2021-01-11,57.06834411621094,3799.610107421875
2021-01-12,58.71310806274414,3801.18994140625
2021-01-13,57.66644287109375,3809.840087890625
2021-01-14,58.115013122558594,3795.5400390625
2021-01-15,56.47024917602539,3768.25
2021-01-19,56.96866226196289,3798.909912109375
2021-01-20,56.76929473876953,3851.85009765625
2021-01-21,55.17437362670898,3853.070068359375
2021-01-22,55.37373733520508,3841.469970703125
2021-01-25,54.77564239501953,3855.360107421875
2021-01-26,56.27088165283203,3849.6201171875
2021-01-27,56.71945571899414,3750.77001953125
2021-01-28,55.27405548095703,3787.3798828125
2021-01-29,53.230560302734375,3714.239990234375
2021-02-01,53.52960968017578,3773.860107421875
2021-02-02,56.02167510986328,3826.31005859375
2021-02-03,55.82231140136719,3830.169921875
2021-02-04,57.06834411621094,3871.739990234375
2021-02-05,56.81913757324219,3886.830078125
2021-02-08,57.86580657958984,3915.590087890625
2021-02-09,57.51691436767578,3911.22998046875

Indicator data:
Answer: 0.3366