Question
Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP P P X 14.00 % 20.00 % 1.80 Y
Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP P P X 14.00 % 20.00 % 1.80 Y 13.00 15.00 1.30 Z 9.20 5.00 .85 Market 11.10 10.00 1.00 Risk-free 6.60 .00 .00 Assume that the tracking error of Portfolio X is 10.60 percent. What is the information ratio for Portfolio X?
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Handbook Of Income Distribution Volume 2A
Authors: Anthony B. Atkinson, Francois Bourguignon
1st Edition
0444594280, 978-0444594280
