Multiple Choice
A portfolio has a variance of .027556,a beta of 1.54,and an expected return of 11.2 percent.What is the Treynor ratio if the expected risk-free rate is 2.7 percent?
A) .055
B) .063
C) .367
D) .498
E) .512
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q11: Which one of the following measures risk
Q23: Which one of the following is the
Q44: You want to create the best portfolio
Q64: Which one of the following statements is
Q71: You have a portfolio which has an
Q73: Your portfolio has a standard deviation of
Q77: Which one of the following is the
Q78: The U.S.Treasury bill is yielding 2.25 percent
Q80: A portfolio consists of the following two
Q101: Which one of the following measures a