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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 15 % 32 % 1.4
| Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: |
| Portfolio | RP | P | P | ||
| X | 15 | % | 32 | % | 1.4 |
| Y | 14 | 27 | 1.1 | ||
| Z | 9 | 17 | 0.75 | ||
| Market | 10.3 | 22 | 1 | ||
| Risk-free | 4.2 | 0 | 0 | ||
| Assume that the tracking error of Portfolio X is 7.4 percent. What is the information ratio for Portfolio X? (Round your answer to 4 decimal place.) |
| Information ratio |
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How To Understand Business Finance
Authors: Bob Cinnamon, Brian Helweg-Larsen
2nd Edition
0749460202, 978-0749460204
