A Portfolio Has a Treynor Ratio of 0

question 77

Multiple Choice

A portfolio has a Treynor ratio of 0.070,a standard deviation of 16.40 percent,a beta of 1.16,and an expected return of 14.3 percent.What is the risk-free rate?

• A) 1.32 percent
• B) 5.21 percent
• C) 5.39 percent
• D) 6.18 percent
• E) 6.41 percent

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