Multiple Choice
A portfolio has an expected return of 13.8 percent,a beta of 1.14,and a standard deviation of 12.7 percent.The U.S.Treasury bill rate is 3.2 percent.What is the Treynor ratio?
A) 0.093
B) 0.138
C) 0.146
D) 0.835
E) 0.951
Correct Answer:
Verified
Correct Answer:
Verified
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