Multiple Choice
A portfolio has a total return of 14.5%, a beta of 1.54, and a standard deviation of 17.6%. If the risk-free rate is 4.5% and the market return is 10.2%, then Treynor's measure of this portfolio's performance is
A) 2.8%.
B) 6.5%.
C) 9.4%.
D) 3.7%.
Correct Answer:
Verified
Correct Answer:
Verified
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