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Jim Kyle has been the manager of the Superior Asset Portfolio for the past ten years. During this time, Superior’s average return was 14.50%. For the purpose of performance evaluation, the Superior Asset Portfolio is compared to the S&P 500. During the same time period, the S&P 500 had an average annual return of 18%. The standard deviation of surplus return is 23%. What is Superior’s information ratio? A. 0.16. B. –0.15. C. -0.56. |