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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Rp 12.00% 11.00 7.30 11.40 6.80 33.00%

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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Rp 12.00% 11.00 7.30 11.40 6.80 33.00% 28.00 18.00 23.00 1.95 1.25 0.60 1.00 0 Market Risk-free Assume that the tracking error of Portfolio X is 8.80 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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