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Problem 13-4 Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset Bp Portfolio 13.00% 30.00% 1.30 25.00 15.00 20.00 12.00

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Problem 13-4 Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset Bp Portfolio 13.00% 30.00% 1.30 25.00 15.00 20.00 12.00 7.00 10.10 5.00 1.10 .75 1.00 Market Risk-free Assume that the tracking error of Portfolio X is 13.20 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.) Information rati

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