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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y z Market Risk-free Ry 15.00% 14.00 8.

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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y z Market Risk-free Ry 15.00% 14.00 8. 30 11. 20 4. 80 p 31.00% 26.00 16.00 21.00 0 1. 85 1. 25 .85 1.00 0 Assume that the tracking error of Portfolio X is 9.40 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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