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:

Agents of Socialization

Individuals, groups, and institutions that shape an individual's social development and cultural norms.

Peers

Individuals who are equals within a certain social context, such as age, status, or position, often influencing social and personal development.

Immediate Influence

The direct impact or effect one entity or event has on another in a short period of time.

Agents of Socialization

Individuals, groups, and institutions that contribute to the socialization process, teaching societal norms and values.