Multiple Choice
What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A,25 percent portfolio B,and 35 percent portfolio C?
The risk-free rate is 2.9 percent and the market risk premium is 8.6 percent.
A) 0.054
B) 0.062
C) 0.070
D) 0.081
E) 0.102
Correct Answer:
Verified
Correct Answer:
Verified
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