What Is the Treynor Ratio of a Portfolio Comprised of 45

Multiple Choice

What is the Treynor ratio of a portfolio comprised of 45% Portfolio A and 55% Portfolio B?
$\begin{array}{lrr}&\text{A}&\text{B}\\\text { Neight } & 45 \% & 55\% \\\text { Avg Return } & 13.60 \% & 8.40 \% \\\text { Std Dev } & 17.20 \% & 6.40 \%\\\text{Beta}&1.38&0.87\end{array}$

The risk-free rate is 3.12% and the market risk premium is 8.5%.

A) .041
B) .058
C) .069
D) .114
E) .136