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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Rp 14.50% Op 36.00% 1.60 Y

You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Rp 14.50% Op 36.00% 1.60 Y 13.50 31.00 1.30 Z 9.10 21.00 0.80 Market Risk-free 10.70 5.40 26.00 0 1.00 0 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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