Your Portfolio Has a Beta of 1

question 59

Multiple Choice

Your portfolio has a beta of 1.05,a standard deviation of 14.3 percent,and an expected return of 14.5 percent.The market return is 11.3 percent and the risk-free rate is 3.1 percent.What is the Treynor ratio?

• A) 0.015
• B) 0.080
• C) 0.109
• D) 0.482
• E) 0.510