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Problem 13-4 Information Ratio (LO1, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: ok Portfolio Y

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Problem 13-4 Information Ratio (LO1, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: ok Portfolio Y Z Market Risk-free Rp 12.00% 11.00 7.30 11.40 6.80 Op 33.00% 28.00 18.00 23.00 0 Bp 1.95 1.25 .60 1.00 0 Assume that the tracking error of Portfolio X is 8.80 percent. What is the information ratio for Portfolio X? (A negative value should indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.) Information ratio

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