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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP 0p API 13.50% 35 00% 1.55 12.50 30.00 1.20

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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP 0p API 13.50% 35 00% 1.55 12.50 30.00 1.20 20.00 0.6025.00 1.00 7.10 80 Market Risk-free440 .00 Assume that the tracking error of Portfolio X is 9.30 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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