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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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