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You are given the following information concerning three portfolios, the market portfolio, and the riskfree asset: Assume that the tracking error of Portfolio X is
You are given the following information concerning three portfolios, the market portfolio, and the riskfree asset: Assume that the tracking error of Portfolio X is 8.70 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.) Answer is complete but not entirely correct
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