A Portfolio Has a Variance of

question 75

Multiple Choice

A portfolio has a variance of .027556,a beta of 1.54,and an expected return of 11.2 percent.What is the Treynor ratio if the expected risk-free rate is 2.7 percent?

• A).055
• B).063
• C).367
• D).498
• E).512

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Definitions:

Relevant Issues

Matters or topics that are directly related to and important for a particular subject, objective, or discourse.

Communication

The act of transferring information from one place, person, or group to another, effectively and efficiently.

Propagation

The act of reproducing, spreading, or increasing in number, commonly used in the context of plants, diseases, ideas, or information.

Collaboration

The action of working with someone to produce or create something, involving joint intellectual effort.