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 12% 29% 1.25 Y 11 24 1.10 Z 8 14 0.75 Market Risk-free 10 19 1.00 4 0 Assume that the tracking error of Portfolio X is 9.2 percent. What is the information ratio for Portfolio X? (Do not round intermediate calculations. Round your answer to 4 decimal places.) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp X 12% 29% 1.25 Y 11 24 1.10 Z 8 14 0.75 Market Risk-free 10 19 1.00 4 0 Assume that the tracking error of Portfolio X is 9.2 percent. What is the information ratio for Portfolio X? (Do not round intermediate calculations. Round your answer to 4 decimal places.)
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