Multiple Choice
A portfolio generates an annual return of 13%,a beta of 0.7 and a standard deviation of 17%.The market index return is 14% and has a standard deviation of 21%.What is the Treynor measure of the portfolio if the risk free rate is 5%?
A) .1143
B) .1233
C) .1354
D) .1477
Correct Answer:
Verified
Correct Answer:
Verified
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