A Share Has a Total Return of 16

question 67

Multiple Choice

A share 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) 27.6%.
• B) 6.3%.
• C) 18.4%.
• D) 2.5%.

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Definitions:

Last-resort Measure

An action taken only after all other options or solutions have been exhausted or deemed ineffective.