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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp x 14.58% Y 13.50 9.18 Market 10.70

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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp x 14.58% Y 13.50 9.18 Market 10.70 Risk-free 5.40 op 36.00% 31.00 21.00 26.00 Bp 1.60 1.30 0.80 1.00 Assume that the tracking error of Portfolio X is 13.30 percent. What is the information ratio for Portfolio X? (A negative values indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.) Information ratio

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