Question
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R p p p X 14.00 % 39.00
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | Rp | p | p | ||
| X | 14.00 | % | 39.00 | % | 1.50 |
| Y | 13.00 | 34.00 | 1.15 | ||
| Z | 8.50 | 24.00 | .90 | ||
| Market | 12.00 | 29.00 | 1.00 | ||
| Risk-free | 7.20 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 8.90 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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Cryptoassets The Innovative Investors Guide To Bitcoin And Beyond
Authors: Chris Burniske ,Jack Tatar
1st Edition
