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Problem 13-4 Information Ratio (LO1, CFA7) You are given the following information concerning three portfollos, the market portfolio, and the risk-free asset: Porttolio Rp 14.00%

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Problem 13-4 Information Ratio (LO1, CFA7) You are given the following information concerning three portfollos, the market portfolio, and the risk-free asset: Porttolio Rp 14.00% 20.00% 1.80 13.00 15.00 1.30 0.85 Market 11.10 10.00 1.00 9.20 5.00 Rink-free 6.60 Assume that the tracking error of Portfolio X is 10.60 percent. What is the information ratio for Portfolio X? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.) Information ratio

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