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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y Z Market Risk-free Rp 12.500 11.50

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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y Z Market Risk-free Rp 12.500 11.50 9.40 11.90 6.20 op 38.000 33.00 23.00 28.00 0 1.45 1.15 .80 1.00 0 Assume that the tracking error of Portfolio X is 13.50 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.)

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