A Portfolio Has a Treynor Ratio of

question 98

Multiple Choice

A portfolio has a Treynor ratio of .034, a standard deviation of 10.3%, a beta of 1.55, and an expected return of 17.0%. What is the risk-free rate?

• A)10.28%
• B)11.31%
• C)11.73%
• D)12.35%
• E)12.59%

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