Multiple Choice
A portfolio has a Treynor ratio of .055, a standard deviation of 13.3%, a beta of 1.22, and an expected return of 15.3%. What is the risk-free rate?
A) 6.18%
B) 7.21%
C) 7.39%
D) 8.18%
E) 8.59%
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q68: A portfolio has an expected return of
Q69: The Miller Fund's correlation with the market
Q70: A portfolio has a Sharpe ratio of
Q71: A portfolio has a Jensen's alpha of
Q72: A stock has a return of 16.9%,
Q74: A portfolio has a standard deviation
Q75: A portfolio has an average return
Q76: The U.S. Treasury bill is yielding 1.5%
Q77: Which one of the following correctly states
Q78: The Sharpe ratio is best used to