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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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