Multiple Choice
The U.S.Treasury bill is yielding 1.85 percent and the market has an expected return of 7.48 percent.What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.33 and a variance of 0.0045?
A) 0.056
B) 0.064
C) 0.069
D) 0.082
E) 0.087
Correct Answer:
Verified
Correct Answer:
Verified
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