A Portfolio Has a Variance of

question 58

Multiple Choice

A portfolio has a variance of .03105, a beta of 1.40, and an expected return of 13.3%. What is the Treynor ratio if the expected risk-free rate is 4.5%?

• A).055
• B).063
• C).367
• D).498
• E).512

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Definitions:

Sensorineural Hearing

A type of hearing loss resulting from damage to the inner ear or to the nerve pathways from the inner ear to the brain.

Cochlear Implants

Electronic medical devices that replace the function of the damaged inner ear by providing sound signals to the brain, helping individuals with profound deafness or severe hearing loss.

Hair Cells

Sensory receptors located in the inner ear that convert mechanical vibrations from sound waves and head movements into electrical signals to be processed by the brain.

Olfaction

The sense of smell.