Multiple Choice
A portfolio has an expected return of 13.8%, a beta of 1.14, and a standard deviation of 12.7%. The U.S. Treasury bill rate is 3.2%. What is the Treynor ratio?
A) .093
B) .138
C) .146
D) .835
E) .951
Correct Answer:
Verified
Correct Answer:
Verified
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