Phil Has a Portfolio with a 13

question 62

Multiple Choice

Phil has a portfolio with a 13.2% total return. The beta of the portfolio is 1.48 and the standard deviation is 13%. Currently, the risk- free rate of return is 4% and the overall market has a total return of 11%. What is the value of Treynor's measure for Phil's portfolio?

• A) 7.1%.
• B) 8.9%.
• C) 6.2%.
• D) 2.1%.

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