Multiple Choice
A portfolio has a variance of 0.04050,a beta of 1.60,and an expected return of 14.3 percent.What is the Treynor ratio if the expected risk-free rate is 5.5 percent?
A) 0.055
B) 0.063
C) 0.367
D) 0.498
E) 0.512
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q13: What is Jensen's alpha of a portfolio
Q14: Which one of the following correctly states
Q15: Your portfolio has a standard deviation of
Q16: Your portfolio actually earned 6.2 percent for
Q17: A portfolio consists of the following two
Q20: What is the Treynor ratio of a
Q21: You are comparing three assets which have
Q21: A diversified portfolio has a beta of
Q22: You have computed the expected return using
Q23: Which one of the following is the