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portfolio return on portfolio standard deviation of portfolio beta of portfolio x 15.50% 36.00% 1.35 y 14.50 31.00 1.15 z 7.40 21.00 .60 market 11.70

portfolio return on portfolio standard deviation of portfolio beta of portfolio
x 15.50% 36.00% 1.35
y 14.50 31.00 1.15
z 7.40 21.00 .60
market 11.70 26.00 1.00
risk-free 7.00 .00 .00

Assume that the tracking error of Portfolio X is 10.70 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.)

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