Question: Alpha is 3%, Total Return Std Dev is 12%, Tracking Error Std Dev is 3%.What is the information ratio? a.0.25 b.1.00 c.4.00

Alpha is 3%, Total Return Std Dev is 12%, Tracking Error Std Dev is 3%.What is the information ratio?

a.0.25

b.1.00

c.4.00

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