A Portfolio Has a Total Return of 14

question 85

Multiple Choice

A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk free rate is 2.5%, the market rate of return is 11.4%, and the market's Treynor measure is 6.3. What is the value of the Treynor measure of this portfolio?

• A) -1.9%
• B) .63 %
• C) 8.32%
• D) 27.4%

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Definitions:

Heroin Use

The act of consuming heroin, an illegal opioid drug, which can lead to severe physical and psychological dependence and health issues.

Physical Exercise

Refers to any bodily activity that enhances or maintains physical fitness and overall health and wellness.

Peripheral Nervous System

The part of the nervous system outside the brain and spinal cord, including nerves and ganglia, that connects the central nervous system to limbs and organs.

Spinal Cord

A long, thin, tubular structure made up of nervous tissue, which extends from the medulla oblongata in the brainstem to the lumbar region of the vertebral column, serving as the main pathway for information connecting the brain and peripheral nervous system.