You are given the following Information concerning three portfolios, the market portfollo, and the risk-free asset: Portfolio X Y Z Market Risk-free Rp 14.10% 13.10 8.50 12.00 7.20 op 39.00% 34.00 24.00 29.00 0 8p 1.50 1.15 0.90 1.00 0 Assume that the tracking error of Portfolio X is 8.90 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 decimal places.

You are given the following Information concerning three portfolios, the market portfollo, and the risk-free asset: Portfolio X Y Z Market Risk-free Rp 14.10% 13.10 8.50 12.00 7.20 op 39.00% 34.00 24.00 29.00 0 8p 1.50 1.15 0.90 1.00 0 Assume that the tracking error of Portfolio X is 8.90 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 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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