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Posted on Jul 29, 2024

R portfolio = 13% St. Dev. portfolio = 18% Beta portfolio = 0.94 Intercept = 0.0021 St.Dev. (residuals) = 11.19% T-Bills Rate = 1.25% R

R_portfolio = 13%

St. Dev. _portfolio = 18%

Beta_portfolio = 0.94

Intercept = 0.0021

St.Dev. (residuals) = 11.19%

T-Bills Rate = 1.25%

R_Market = 12%

St.Dev._Market = 15%

What is Information Ration for the portfolio?

Group of answer choices

0.1119

0.0021

0.0249

0.0188

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