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

---

Definitions:

General Upper Respiratory Symptoms

Non-specific symptoms affecting the upper respiratory tract, including coughing, sneezing, nasal congestion, and sore throat.

Incubation Period

Period between exposure to an infection and when symptoms start to manifest.

Exposure To Infection

The state of coming into contact with infectious agents (bacteria, viruses, fungi), potentially leading to illness.

Appearance Of The First Symptom

The initial manifestation or indication of the presence of a disease or medical condition.