Multiple Choice
A portfolio has an average return of 9.7 percent,a standard deviation of 8.6 percent,and a beta of .72.The risk-free rate is 2.1 percent.What is the Treynor ratio?
A) .098
B) .106
C) .121
D) .636
E) .884
Correct Answer:
Verified
Correct Answer:
Verified
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