You are given the following information concerning three portfolios, the market portfolio, and the risk$-$free asset:

Assume that the tracking error of Portfolio $x$ is $8\mathrm{.}80$ percent. What is the information ratio for Portfolio $x?$

Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to $4$

decimal places.

Information ratio You have been given the following return information for a mutual fund, the market index, and the risk$-$free rate. You also know that the

return correlation between the fund and the market is $0\mathrm{.}97.$

What are the Sharpe and Treynor ratios for the fund?

Note: Do not round intermediate calculations. Round your answers to $4$ decimal places.

Sharpe ratio

Treynor ratio