Question
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 11.00 % 33.00
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | RP | P | P | ||
| X | 11.00 | % | 33.00 | % | 1.45 |
| Y | 10.00 | 28.00 | 1.20 | ||
| Z | 8.10 | 18.00 | 0.75 | ||
| Market | 10.40 | 23.00 | 1.00 | ||
| Risk-free | 5.20 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 9.10 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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Money Talks Explaining How Money Really Works
Authors: Nina Bandelj ,Frederick F. Wherry ,Viviana A. Zelizer
1st Edition
0691202893, 978-0691202891
