You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y Z Rp 16.00% ор 32.00% 15.00 27.00 7.30 17.00 Bp 1.90 1.25 0.75 1.00 0 Market Risk-free 11.30 5.80 22.00 0 Assume that the tracking error of Portfolio X is 13.40 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 Z Rp 16.00% ор 32.00% 15.00 27.00 7.30 17.00 Bp 1.90 1.25 0.75 1.00 0 Market Risk-free 11.30 5.80 22.00 0 Assume that the tracking error of Portfolio X is 13.40 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.

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 6P

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