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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio 12% Y opp 29% 1.25 1.10 14 0.75

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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio 12% Y opp 29% 1.25 1.10 14 0.75 19 1.00 24 Market Risk-free Assume that the tracking error of Portfolio X is 9.2 percent. What is the information ratio for Portfolio X? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Information ratio

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