Question
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 12.50 % 34.00
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | RP | P | P | ||
| X | 12.50 | % | 34.00 | % | 1.50 |
| Y | 11.50 | 29.00 | 1.20 | ||
| Z | 7.10 | 19.00 | 0.80 | ||
| Market | 10.50 | 24.00 | 1.00 | ||
| Risk-free | 6.20 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 10.50 percent. What is the information ratio for Portfolio X?
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Gapenskis Understanding Healthcare Financial Management
Authors: George H. Pink, Paula H. Song
8th Edition
1640551093, 978-1640551091
