Portfolios-market portfolio and the risk-free asset

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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP σP βP X 14.00 % 20.00 % 1.80 Y 13.00 15.00 1.30 Z 9.20 5.00 .85 Market 11.10 10.00 1.00 Risk-free 6.60 .00 .00 Assume that the tracking error of Portfolio X is 10.60 percent. What is the information ratio for Portfolio X?

Reference no: EM131087704

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