Determine the alpha and information ratio for the portfolios in the table below based on Australian Office of Financial Management

 

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Determine the alpha and information ratio for the portfolios in the table below. Portfolio C Period (years) Portfolio A (%) Portfolio B (%) (%) 0 1 2 23 3 45 4 67 6 7 8 9 10 22.82 -23.15 2.52 -14.40 -29.04 8.48 26.17 -31.65 21.47 64.69 21.91 -22.03 2.86 -13.11 -31.47 9.01 24.02 -35.11 23.12 64.04 24.89 -20.52 -2.53 -13.19 -27.44 12.66 26.96 -37.55 22.12 66.39 Portfolio D (%) 26.98 -29.66 12.00 -9.50 -37.53 11.63 29.05 -38.62 25.41 70.32 Benchmark (%) 20.12 -23.89 4.46 -13.62 -31.48 6.03 25.40 -34.04 21.85 63.02 Determine the alpha and information ratio for the portfolios in the table below. Portfolio C Period (years) Portfolio A (%) Portfolio B (%) (%) 0 1 2 23 3 45 4 67 6 7 8 9 10 22.82 -23.15 2.52 -14.40 -29.04 8.48 26.17 -31.65 21.47 64.69 21.91 -22.03 2.86 -13.11 -31.47 9.01 24.02 -35.11 23.12 64.04 24.89 -20.52 -2.53 -13.19 -27.44 12.66 26.96 -37.55 22.12 66.39 Portfolio D (%) 26.98 -29.66 12.00 -9.50 -37.53 11.63 29.05 -38.62 25.41 70.32 Benchmark (%) 20.12 -23.89 4.46 -13.62 -31.48 6.03 25.40 -34.04 21.85 63.02