Multiple Choice
Phil has a portfolio with a 13.2% total return. The beta of the portfolio is 1.48 and the standard deviation is 13%. Currently, the risk- free rate of return is 4% and the overall market has a total return of 11%. What is the value of Treynor's measure for Phil's portfolio?
A) 7.1%.
B) 8.9%.
C) 6.2%.
D) 2.1%.
Correct Answer:
Verified
Correct Answer:
Verified
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