You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:...
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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Rp 15.50% op 37.00% Bp 1.65 Y 14.50 Z 8.20 Market Risk-free 10.80 6.40 32.00 22.00 27.00 0 1.30 0.80 1.00 0 Assume that the tracking error of Portfolio X is 8.70 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 You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Rp 15.50% op 37.00% Bp 1.65 Y 14.50 Z 8.20 Market Risk-free 10.80 6.40 32.00 22.00 27.00 0 1.30 0.80 1.00 0 Assume that the tracking error of Portfolio X is 8.70 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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