Consider the following information concerning three


Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP σP βP X 13.00 % 30.00 % 1.30 Y 12.00 25.00 1.10 Z 7.00 15.00 .75 Market 10.10 20.00 1.00 Risk-free 5.00 .00 .00 Assume that the tracking error of Portfolio X is 13.20 percent. What is the information ratio for Portfolio X? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.) Information ratio

Request for Solution File

Ask an Expert for Answer!!
Financial Management: Consider the following information concerning three
Reference No:- TGS01416568

Expected delivery within 24 Hours