Question: Problem 13-4 Information Ratio (L01, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio 32.00% 27.00

Problem 13-4 Information Ratio (L01, CFA7) You are given the following

Problem 13-4 Information Ratio (L01, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio 32.00% 27.00 17.00 22.00 1.40 1.10 0.75 1.00 15.00% 14.00 9.00 Market 10.30 Risk-free 4.20 Assume that the tracking error of Portfolio X is 7.40 percent. What is the information ratio for Portfolio X? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.) Information ratio

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