What Is the Treynor Ratio of a Portfolio Comprised of 40

question 20

Multiple Choice

What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A,25 percent portfolio B,and 35 percent portfolio C?
The risk-free rate is 2.9 percent and the market risk premium is 8.6 percent.

• A) 0.054
• B) 0.062
• C) 0.070
• D) 0.081
• E) 0.102

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