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Portfolio Rp sigma p beta p X 1 4 . 1 0 % 2 0 . 0 0 % 1 . 8 0

Portfolio Rp \sigma p \beta p
X 14.10%20.00%1.80
Y 13.1015.001.30
Z 9.205.000.85
Market 11.1010.001.00
Risk-free 6.6000
Assume that the tracking error of Portfolio X is 10.60 percent. What is the information ratio for Portfolio X?

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