A Portfolio Has an Expected Return of 13

question 24

Multiple Choice

A portfolio has an expected return of 13.8 percent,a beta of 1.14,and a standard deviation of 12.7 percent.The U.S.Treasury bill rate is 3.2 percent.What is the Treynor ratio?

• A) 0.093
• B) 0.138
• C) 0.146
• D) 0.835
• E) 0.951

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Definitions:

COSEWIC

The Committee on the Status of Endangered Wildlife in Canada, a group that assesses and classifies the conservation status of wildlife species at risk of extinction.

Classified

Information, documents, or materials that have been officially designated as confidential and restricted in terms of access and distribution.

Threatened

A conservation status indicating that a species is likely to become endangered within the foreseeable future throughout all or a significant portion of its range.

Seed Gene Banks

Facilities that store seeds to preserve genetic diversity for future crop breeding, research, and conservation efforts.