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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Definitions:

Autism

A developmental disorder characterized by difficulties with social interaction and communication, and by restricted and repetitive behavior.

Instinctual Behaviors

Actions or reactions that are innate and automatic, performed without conscious thought, often in response to certain stimuli.

Hypothalamus

A small region of the brain's base responsible for regulating hormones, temperature, and maintaining homeostasis.

Inheritable Characteristic

A trait or feature that can be passed from one generation to the next through genes.