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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Z Market Risk-free Rp 11.50% 10.50 7.20

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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Z Market Risk-free Rp 11.50% 10.50 7.20 10.90 4.60 op 38.00% 33.00 23.00 28.00 0 BP 1.70 1.30 0.85 1.00 0 Assume that the tracking error of Portfolio X is 7.50 percent. What is the information ratio for Portfolio X? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.) Information ratio

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