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edit: this is all the info provided with the problem. Please solve as is. Please explain your choice. Over the past five years your equity

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Please explain your choice.

Over the past five years your equity portfolio has returned 6.5% p.a. with a beta of .7 and an annualized volatility of 10%. The equity market benchmark has returned 7.5% p.a. with an annualized volatility of 14%, while the risk free rate was 2% p.a. What was the approximate realized information ratio of your portfolio over this five-year period? A. .33 B. .38 C. .43 D. .48

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