Question
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R p p p X 15.50 % 36.00
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | Rp | p | p | ||
| X | 15.50 | % | 36.00 | % | 1.35 |
| Y | 14.50 | 31.00 | 1.15 | ||
| Z | 7.40 | 21.00 | .60 | ||
| Market | 11.70 | 26.00 | 1.00 | ||
| Risk-free | 7.00 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 10.70 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.)
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Understanding Healthcare Financial Management
Authors: Louis C. Gapenski, George H. Pink
6th Edition
1567933629, 9781567933628
