Multiple Choice
A portfolio has a standard deviation of 12.1%, a beta of 1.24, and a Treynor ratio of .094. The risk-free rate is 3.2%. What is the portfolio's expected rate of return?
A) 14.86%
B) 15.25%
C) 15.42%
D) 16.41%
E) 16.56%
Correct Answer:
Verified
Correct Answer:
Verified
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