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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P ? P ? P X 10

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

Portfolio RP ?P ?P
X 10 % 29 % 0.9
Y 11 24 1.10
Z 8 14 0.75
Market 10 19 1.00
Risk-free 5 0 0

Assume that the tracking error of Portfolio X is 8.2 percent. What is the information ratio for Portfolio X?

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