Multiple Choice
The U.S.Treasury bill is yielding 3.0 percent and the market has an expected return of 11.6 percent.What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.02,and a standard deviation of 12.2 percent?
A) .074
B) .086
C) .102
D) .619
E) .628
Correct Answer:
Verified
Correct Answer:
Verified
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