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What Is the Treynor Ratio of a Portfolio Comprised of 50

Question 54

Multiple Choice

What is the Treynor ratio of a portfolio comprised of 50 percent portfolio A and 50 percent portfolio B? What is the Treynor ratio of a portfolio comprised of 50 percent portfolio A and 50 percent portfolio B? The risk-free rate is 3.12 percent and the market risk premium is 8.5 percent. A) .041 B) .058 C) .070 D) .114 E) .136 The risk-free rate is 3.12 percent and the market risk premium is 8.5 percent.


A) .041
B) .058
C) .070
D) .114
E) .136

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