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    R8.P1.T1.Amenc_Ch4_RISK_MGMT_Topic:INFORMATION_RATIO_RESIDUAL vs_ACTIVE

    Thank you!
  2. C

    R8.P1.T1.Amenc_Ch4_RISK_MGMT_Topic:INFORMATION_RATIO_RESIDUAL vs_ACTIVE

    Hi, would you please take a look at question P1.T1.32, part one (what is the information ratio)? 32.1 Make the following assumptions: Riskfree rate is 3% The benchmark is the market (i.e., CAPM) and the benchmark return was 8% Portfolio beta is 1.2 Portfolio return was 10% Tracking error was...
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