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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp OP Bp 1.6 1.3 Y Z Market Risk-free 14.5%

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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp OP Bp 1.6 1.3 Y Z Market Risk-free 14.5% 13.5 9.1 10.7 5.4 36% 31 21 26 0 0.8 1 0 Assume that the tracking error of Portfolio X is 13.3 percent. What is the information ratio for Portfolio X? (Round your answer to 4 decimal place.) Information ratio

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