Please don't provide handwritten solution .... You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:PortfolioXY2MarketRisk-free13.60%12.609.3011.505.00information ratioOp34.00%29.0019.0924.00eOp1.251.100.701.000Assume 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 4decimal places.

Information ratio:The information ratio of a portfolio is a measure of the risk-adjusted return of…

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.

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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