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

---

Definitions:

Organizational Culture

The shared values, beliefs, and norms that shape the social and psychological environment of a business.

Cultural Symbols

Objects, signs, icons, or practices that carry particular meanings within a culture, representing ideas or values.

Shared Assumptions

Fundamental beliefs or perceptions that are collectively accepted and taken for granted within an organization or group.

Shared Assumptions

The common beliefs or perceptions held by members of a group, organization, or culture, which influence their behavior and decision-making processes.