Multiple Choice
The U.S. Treasury bill is yielding 1.85% and the market has an expected return of 7.48%. What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.33 and a variance of .0045?
A) .056
B) .064
C) .069
D) .082
E) .087
Correct Answer:
Verified
Correct Answer:
Verified
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