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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp op Bp Y Z Market Risk-free 15% 14 8.3

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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp op Bp Y Z Market Risk-free 15% 14 8.3 11.2 4.8 31% 26 16 21 O 1.85 1.25 0.85 1 0 Assume that the tracking error of Portfolio X is 11.6 percent. What is the information ratio for Portfolio X? (Round your answer to 4 decimal place.) Information ratio

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