Over the past five years your equity portfolio has returned 6.5% p.a. with a beta of .7 and an annualized volatility of 10%. The equity market benchmark has returned 7.5% p.a. with an annualized volatility of 14%, while the risk-free rate was 2%. What was the approximate realized information ratio of your portfolio over this five year period?

Answer rating: 100% (QA)

Heres how to calculate the approximate realized information ratio of your portfolio Calculate the ac... View the full answer