Multiple Choice
A portfolio has a variance of 0.031050,a beta of 1.40,and an expected return of 13.3 percent.What is the Treynor ratio if the expected risk-free rate is 4.5 percent?
A) 0.055
B) 0.063
C) 0.367
D) 0.498
E) 0.512
Correct Answer:
Verified
Correct Answer:
Verified
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