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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: 8p Portfolio Y Z Market Risk-free Rp 15.50% 14.50
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: 8p Portfolio Y Z Market Risk-free Rp 15.50% 14.50 8.20 10.80 6.40 37.00% 32.00 22.00 27.00 1.65 1.30 .80 1.00 Assume that the tracking error of Portfolio X is 8.70 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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