Question
The riskless rate is 2.1%. The beta of the active portfolio is 1. Calculate the information ratio using the excess return data below: Benchmark Active
The riskless rate is 2.1%. The beta of the active portfolio is 1. Calculate the information ratio using the excess return data below:
| Benchmark | Active portfolio |
| 1.75 | 1.95 |
| 6.45 | 6.55 |
| -2.97 | -2.87 |
| -3.17 | -3.07 |
| 1.42 | 1.52 |
| -2.37 | -2.27 |
| 2.99 | 3.09 |
| 3.61 | 3.71 |
| -0.03 | -0.03 |
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Foundations Of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen
18th Edition
126409762X, 9781264097623
