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What Is the Treynor Ratio of a Portfolio Comprised of 25

Question 91

Multiple Choice

What is the Treynor ratio of a portfolio comprised of 25 percent portfolio A, 35 percent portfolio B, and 40 percent portfolio C? What is the Treynor ratio of a portfolio comprised of 25 percent portfolio A, 35 percent portfolio B, and 40 percent portfolio C? The risk-free rate is 3.6 percent and the market risk premium is 8.2 percent. A) .054 B) .062 C) .070 D) .081 E) .102 The risk-free rate is 3.6 percent and the market risk premium is 8.2 percent.


A) .054
B) .062
C) .070
D) .081
E) .102

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