A Portfolio Has a Treynor Ratio of

question 73

Multiple Choice

A portfolio has a Treynor ratio of .055, a standard deviation of 13.3%, a beta of 1.22, and an expected return of 15.3%. What is the risk-free rate?

• A)6.18%
• B)7.21%
• C)7.39%
• D)8.18%
• E)8.59%

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