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The following data is available relating to the performance of a hedge fund and its benchmark portfolio. The risk-free rate of return during the sample

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The following data is available relating to the performance of a hedge fund and its benchmark portfolio. The risk-free rate of return during the sample period was 1%. What is the Information Ratio for the hedge fund? Hedge Fund Benchmark Portfolio Average return 27.56% 3.23% Standard deviations of returns 23.85% 16.55% Beta 1.75 0.95 Tracking error 8.53%

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