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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp op BP 13.5% 12.5 Y Z Market Risk-free 7.1
Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp op BP 13.5% 12.5 Y Z Market Risk-free 7.1 35% 30 20 25 0 1.55 1.2 0.8 1 0 10.6 4.4 Assume that the tracking error of Portfolio X is 11.5 percent. What is the information ratio for Portfolio X? (Round your answer to 4 decimal place.) Information ratio
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