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p8 Based on the following data: Assume T-bill rate is 6% What is the information ratio of Portfolio P? Portfolio P Market M 35% Average

p8 Based on the following data: Assume T-bill rate is 6% What is the information ratio of Portfolio P? Portfolio P Market M 35% Average return Beta Standard deviation Tracking errors (0) 1.20 42% 18% 28% 1.00 30% O 144 01 1.44

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