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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Assume that the tracking error of Portfolio X is
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Assume that the tracking error of Portfolio X is 9.40 percent. What is the information ratio for Portfolio X ? Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations, Round your answer to 4 decimal places. Answer is complete but not entirely correct. You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Assume that the tracking error of Portfolio X is 9.40 percent. What is the information ratio for Portfolio X ? Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations, Round your answer to 4 decimal places. Answer is complete but not entirely correct
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