Multiple Choice
A portfolio has a Treynor ratio of .034, a standard deviation of 10.3%, a beta of 1.55, and an expected return of 17.0%. What is the risk-free rate?
A) 10.28%
B) 11.31%
C) 11.73%
D) 12.35%
E) 12.59%
Correct Answer:
Verified
Correct Answer:
Verified
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