Question
Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 11.50 % 38.00 % 1.70
| Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: |
| Portfolio | RP | P | P | ||
| X | 11.50 | % | 38.00 | % | 1.70 |
| Y | 10.50 | 33.00 | 1.30 | ||
| Z | 7.20 | 23.00 | .85 | ||
| Market | 10.90 | 28.00 | 1.00 | ||
| Risk-free | 4.60 | .00 | .00 | ||
| Assume that the tracking error of Portfolio X is 7.50 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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The Oxford Handbook Of The Sociology Of Finance
Authors: Karin Knorr Cetina, Alex Preda
1st Edition
0198708777, 978-0198708773
