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Question 5 2 points You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Z Market Risk-free

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Question 5 2 points You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Z Market Risk-free Rp 10% 11 8 11 5 29% 24 14 19 0 Bp 1.27 1.10 0.75 1.00 0 Assume that the tracking error of Portfolio X is 9.3 percent. What is the information ratio for Portfolio X? (Do not round intermediate calculations. Round your answer to 4 decimal places.)

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