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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 13% 12 7.2

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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 13% 12 7.2 11 5.6 39% 34 24 29 0 1.75 1.3 0.85 1 0 Assume that the tracking error of Portfolio X is 9.2 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 13% 12 7.2 11 5.6 39% 34 24 29 0 1.75 1.3 0.85 1 0 Assume that the tracking error of Portfolio X is 9.2 percent. What is the information ratio for Portfolio X? (Round your answer to 4 decimal place.) Information ratio

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