A Portfolio Has an Expected Return of 13

question 68

Multiple Choice

A portfolio has an expected return of 13.8%, a beta of 1.14, and a standard deviation of 12.7%. The U.S. Treasury bill rate is 3.2%. What is the Treynor ratio?

• A).093
• B).138
• C).146
• D).835
• E).951

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Definitions:

Supplies Expense

Costs associated with the consumable items used during a company's operations over an accounting period.

Journalized

The process of recording transactions in a company's journal as part of the accounting system.

Adjusted Trial Balance

A listing of all company accounts that will appear in the financial statements after adjusting entries have been made, verifying the equality of debits and credits.

Error Detection

The process of identifying inaccuracies, inconsistencies, or mistakes in financial information or accounting records.