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Question 4 You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp op Bp 15% 29%

Question 4 You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp op Bp 15% 29% 1.25 Y Z 11% 24% 1.15 8% 14% 0.85 Market Risk-free 10% 4% 19% 1.00 0 0 Assume that the tracking error of Portfolio X is 9.5 percent. What is the information ratio for Portfolio X? Round your answer to four decimal places. 10 points Save Answer

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