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You are given the following information concerning three portfolios, the market portfolio, and the risk - free asset: Portfolio Rp sigma p beta
You are given the following information concerning three portfolios, the market portfolio, and the riskfree asset:
Portfolio Rp sigma p beta p
X
Y
Z
Market
Riskfree
Assume that the tracking error of Portfolio X is percent. What is the information ratio for Portfolio X
Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to decimal places.
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