What Is the Treynor Ratio of a Portfolio Comprised of 45

question 36

Multiple Choice

What is the Treynor ratio of a portfolio comprised of 45% Portfolio A and 55% Portfolio B?
$\begin{array}{lrr}&\text{A}&\text{B}\\\text { Neight } & 45 \% & 55\% \\\text { Avg Return } & 13.60 \% & 8.40 \% \\\text { Std Dev } & 17.20 \% & 6.40 \%\\\text{Beta}&1.38&0.87\end{array}$

The risk-free rate is 3.12% and the market risk premium is 8.5%.

• A).041
• B).058
• C).069
• D).114
• E).136

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Definitions:

Distributions of Organisms

The geographical and ecological patterns in which species and populations are spread across different habitats and regions.

Amino Acid Sequences

The order of amino acids in a polypeptide or protein, which determines the protein's structure and function.

Nucleotide Sequences

The precise order of nucleotides (adenine, thymine, cytosine, and guanine) within a DNA or RNA molecule, which encodes genetic information.

Evolutionary Relationships

Connections among species or groups based on common ancestry and genetic heritage, often illustrated by evolutionary trees.