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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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