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What Is the Treynor Ratio of a Portfolio Comprised of 40

question 7

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What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A,25 percent portfolio B,and The risk-free rate is 2.5 percent and the market risk premium is 8.4 percent. What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A,25 percent portfolio B,and The risk-free rate is 2.5 percent and the market risk premium is 8.4 percent.   A)  0.057 B)  0.063 C)  0.076 D)  0.081 E)  0.094


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