Question
Problem 13-4 Information Ratio (LO1, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R p
Problem 13-4 Information Ratio (LO1, CFA7)
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | Rp | p | p | ||
| X | 14.00 | % | 31.00 | % | 1.35 |
| Y | 13.00 | 26.00 | 1.10 | ||
| Z | 7.00 | 14.00 | .75 | ||
| Market | 10.20 | 19.00 | 1.00 | ||
| Risk-free | 6.00 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 8.60 percent. What is the information ratio for Portfolio X?
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Development Of Integrated Reporting In The SME SectorCase Studies From European Countries
Authors: Joanna Dyczkowska, Andrea Szirmai Madarasine, Adriana Tiron-Tudor
1st Edition
3030819027, 9783030819026
