Question: You have estimated the single index model ( SIM ) fund B and found that its alpha and beta are 0 . 0 3 5

You have estimated the single index model (SIM) fund B and found that its alpha and beta are 0.035 and 1.1 respectively.
The standard deviation of Fund B\'s excess returns is 30% and the market portfolio excess returns have a standard deviation
of 20%. What\'s the information ratio of Fund B?

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