Question
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 16.00 % 32.00
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | RP | P | P | ||
| X | 16.00 | % | 32.00 | % | 1.90 |
| Y | 15.00 | 27.00 | 1.25 | ||
| Z | 7.30 | 17.00 | 0.75 | ||
| Market | 11.30 | 22.00 | 1.00 | ||
| Risk-free | 5.80 | 0 | 0 | ||
Assume that the tracking error of Portfolio X is 13.40 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 Finance Exchange Rates And Financial Flows In The International Financial System
Authors: Heather D. Gibson
1st Edition
0582218128, 978-0582218123
