Multiple Choice
Your portfolio has a beta of 1.24, a standard deviation of 14.3 percent, and an expected return of 12.5 percent. The market return is 11.3 percent and the risk-free rate is 3.1 percent. What is the Treynor ratio?
A) .015
B) .076
C) .109
D) .482
E) .510
Correct Answer:
Verified
Correct Answer:
Verified
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