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The market portfolio has an expected return of 28% and a standard deviation of 30%. Your own portfolio has an expected return of 35%, a
The market portfolio has an expected return of 28% and a standard deviation of 30%. Your own portfolio has an expected return of 35%, a standard deviation of 42%, a beta of 1.2 , and a tracking error of 18%. The risk free rate is 6%. The information ratio of your portfolio is . Enter numbers with two decimal points. Answer 1: 38.89
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