Multiple Choice
A share has a total return of 16.4%, a standard deviation of 14.5% and a beta of 1.63. The market rate of return is 12.4%, while the market's Treynor measure is 6.3. What is the value of the Treynor measure of this portfolio?
A) 27.6%.
B) 6.3%.
C) 18.4%.
D) 2.5%.
Correct Answer:
Verified
Correct Answer:
Verified
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