You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset. Portfolio X Y 2 Market Risk-free Mp 13.60% Information ratio 12.60 9.30 11.50 5.00 Op 34.00% 29.00 19.00 24.00 0 Op 1.25 1.10 0.70 1.00 0 Assume that the tracking error of Portfolio X is 7.60 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.
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset. Portfolio X Y 2 Market Risk-free Mp 13.60% Information ratio 12.60 9.30 11.50 5.00 Op 34.00% 29.00 19.00 24.00 0 Op 1.25 1.10 0.70 1.00 0 Assume that the tracking error of Portfolio X is 7.60 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.
Chapter8: Analysis Of Risk And Return
Section: Chapter Questions
Problem 6P
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