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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp 14.50% 13.50 9.10 10.70 5.40 op 36.00%

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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp 14.50% 13.50 9.10 10.70 5.40 op 36.00% 31.00 21.00 26.00 8p 1.66 1.30 .80 1.00 @ Z Market Risk-free Assume that the tracking error of Portfolio X is 13.30 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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