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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 11% 10 8.1

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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 11% 10 8.1 10.4 5.2 33% 28 18 23 o 1.45 1.2 0.75 1 0 Assume that the tracking error of Portfolio X is 9.1 percent. What is the information ratio for Portfolio X? (Round your answer to 4 decimal place.) Information ratio Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp op BP Y Z Market Risk-free 11% 10 8.1 10.4 5.2 33% 28 18 23 o 1.45 1.2 0.75 1 0 Assume that the tracking error of Portfolio X is 9.1 percent. What is the information ratio for Portfolio X? (Round your answer to 4 decimal place.) Information ratio

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