The riskless rate is 2.1%. The beta of the active portfolio is 1. Calculate the information ratio using the excess retur
Posted: Mon May 02, 2022 8:49 am
The riskless rate is 2.1%. The beta of the active portfolio is
1. Calculate the information ratio using the excess return data
below:
Benchmark
Active portfolio
1.75
1.95
6.45
6.55
-2.97
-2.87
-3.17
-3.07
1.42
1.52
-2.37
-2.27
2.99
3.09
3.61
3.71
-0.03
-0.03
1. Calculate the information ratio using the excess return data
below:
Benchmark
Active portfolio
1.75
1.95
6.45
6.55
-2.97
-2.87
-3.17
-3.07
1.42
1.52
-2.37
-2.27
2.99
3.09
3.61
3.71
-0.03
-0.03