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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 14.00 % 20.00 % 1.80

Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset:

Portfolio RP P P
X 14.00 % 20.00 % 1.80
Y 13.00 15.00 1.30
Z 9.20 5.00 .85
Market 11.10 10.00 1.00
Risk-free 6.60 .00 .00

Assume that the tracking error of Portfolio X is 10.60 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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