Determine the alpha and information ratio for the portfolios in the table below based on Australian Office of Financial Management

 

Determine the alpha and information ratio for the portfolios in the table below. Portfolio C Period (years) Portfolio A (%) Portfolio B (%) (%) 0 1 2 23 3 45 4 67 6 7 8 9 10 22.82 -23.15 2.52 -14.40 -29.04 8.48 26.17 -31.65 21.47 64.69 21.91 -22.03 2.86 -13.11 -31.47 9.01 24.02 -35.11 23.12 64.04 24.89 -20.52 -2.53 -13.19 -27.44 12.66 26.96 -37.55 22.12 66.39 Portfolio D (%) 26.98 -29.66 12.00 -9.50 -37.53 11.63 29.05 -38.62 25.41 70.32 Benchmark (%) 20.12 -23.89 4.46 -13.62 -31.48 6.03 25.40 -34.04 21.85 63.02