Multiple Choice
A stock has a total return of 16.4%, a standard deviation of 14.5% and a beta of 1.63. The market rate of return is 12.4%, while the market's Treynor measure is 6.3. What is the value of the Treynor measure of this portfolio?
A) 2.5%
B) 6.3%
C) 18.4%
D) 27.6%
Correct Answer:
Verified
Correct Answer:
Verified
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