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5. Your equity portfolio earned 10.5% last year, but it exhibited a beta of 1.25. The broad equity market against which your portfolio is benchmarked
5. Your equity portfolio earned 10.5% last year, but it exhibited a beta of 1.25. The broad equity market against which your portfolio is benchmarked returned 8% over the course of the year and Treasury Bills earned 2%. If your portfolio's idiosyncratic variance was .002, its information ratio was closest to: A. -.10 B. .22 C. .45 D. .50
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