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Assume that the tracking error of Portfolio X is 7.50 percent. What is the information ratio for Portfolio X ? (A negative value should be
Assume that the tracking error of Portfolio X is 7.50 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.) A portfolio has a variance of .04050, a beta of 1.60, and an expected return of 18.9%. What is the Treynor ratio if the expected risk-free rate is 4.5%? Multiple Choice .055 .239 .078 .065 .198
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