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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 13.00 % 30.00 % 1.30

Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset:

Portfolio

R_P

13.00

30.00

1.30

12.00

25.00

1.10

7.00

15.00

.75

Market

10.10

20.00

1.00

Risk-free

5.00

.00

Assume that the tracking error of Portfolio X is 13.20 percent. What is the information ratio for Portfolio X?(Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.)

Information ratio

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