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 Rp X 13.50% 34.00% 1.25 Y 12.50 29.00 1.10 Z 9.30 19.00 0.70 Market Risk-free 11.50 24.00 1.00 5.00 0 0 Assume that the tracking error of Portfolio X is 7.60 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 Rp X 13.50% 34.00% 1.25 Y 12.50 29.00 1.10 Z 9.30 19.00 0.70 Market Risk-free 11.50 24.00 1.00 5.00 0 0 Assume that the tracking error of Portfolio X is 7.60 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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