Suppose you forecast the information ratios of the seven international portfolios (as shown in Table 19.9B). Construct

Question:

Suppose you forecast the information ratios of the seven international portfolios (as shown in Table 19.9B). Construct the optimal of the U.S. index with the seven portfolios and assess its performance.
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...