Question
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 13.50 % 34.00
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | RP | P | P | ||
| X | 13.50 | % | 34.00 | % | 1.25 |
| Y | 12.50 | 29.00 | 1.10 | ||
| Z | 9.30 | 19.00 | 0.70 | ||
| Market | 11.50 | 24.00 | 1.00 | ||
| Risk-free | 5.00 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 7.60 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.)
| Portfolio | RP | P | P | ||
| X | 13.50 | % | 34.00 | % | 1.25 |
| Y | 12.50 | 29.00 | 1.10 | ||
| Z | 9.30 | 19.00 | 0.70 | ||
| Market | 11.50 | 24.00 | 1.00 | ||
| Risk-free | 5.00 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 7.60 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.)
| Portfolio | RP | P | P | ||
| X | 13.50 | % | 34.00 | % | 1.25 |
| Y | 12.50 | 29.00 | 1.10 | ||
| Z | 9.30 | 19.00 | 0.70 | ||
| Market | 11.50 | 24.00 | 1.00 | ||
| Risk-free | 5.00 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 7.60 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.)
| Portfolio | RP | P | P | ||
| X | 13.50 | % | 34.00 | % | 1.25 |
| Y | 12.50 | 29.00 | 1.10 | ||
| Z | 9.30 | 19.00 | 0.70 | ||
| Market | 11.50 | 24.00 | 1.00 | ||
| Risk-free | 5.00 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 7.60 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.)
| Portfolio | RP | P | P | ||
| X | 13.50 | % | 34.00 | % | 1.25 |
| Y | 12.50 | 29.00 | 1.10 | ||
| Z | 9.30 | 19.00 | 0.70 | ||
| Market | 11.50 | 24.00 | 1.00 | ||
| Risk-free | 5.00 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 7.60 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.)
| Portfolio | RP | P | P | ||
| X | 13.50 | % | 34.00 | % | 1.25 |
| Y | 12.50 | 29.00 | 1.10 | ||
| Z | 9.30 | 19.00 | 0.70 | ||
| Market | 11.50 | 24.00 | 1.00 | ||
| Risk-free | 5.00 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 7.60 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.)
| Portfolio | RP | P | P | ||
| X | 13.50 | % | 34.00 | % | 1.25 |
| Y | 12.50 | 29.00 | 1.10 | ||
| Z | 9.30 | 19.00 | 0.70 | ||
| Market | 11.50 | 24.00 | 1.00 | ||
| Risk-free | 5.00 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 7.60 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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International Financial Management
Authors: Jeff Madura, Roland Fox
5th Edition
1473770505, 978-1473770508
