Multiple Choice
What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A,25 percent portfolio B,and The risk-free rate is 2.5 percent and the market risk premium is 8.4 percent. 
A) 0.057
B) 0.063
C) 0.076
D) 0.081
E) 0.094
Correct Answer:
Verified
Correct Answer:
Verified
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