A Portfolio Has a Standard Deviation of 12

question 33

Multiple Choice

A portfolio has a standard deviation of 12.1 percent,a beta of 1.24 and a Treynor ratio of 0.094.The risk-free rate is 3.2 percent.What is the portfolio's expected rate of return?

• A) 14.86 percent
• B) 15.25 percent
• C) 15.42 percent
• D) 16.41 percent
• E) 16.56 percent

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Definitions:

Vital Signs

Basic physiological measurements of the body's main functions, including temperature, blood pressure, pulse, and respiratory rate, used to assess health.

Abdominal Pain

Discomfort or pain felt anywhere in the region between the chest and the groin.

Diarrhea

A condition characterized by frequent, loose, or watery bowel movements, often symptomatic of infection, digestive disorders, or dietary issues.

Hyperactivity

An abnormally high level of activity or restlessness, often associated with attention deficit hyperactivity disorder (ADHD).