Your Portfolio Has a Beta of 1

question 59

Multiple Choice

Your portfolio has a beta of 1.17,a standard deviation of 14.3 percent,and an expected return of 12.5 percent.The market return is 11.3 percent and the risk-free rate is 3.1 percent.What is the Treynor ratio?

• A).015
• B).080
• C).109
• D).482
• E).510

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