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:

Social Message

A social message is a concept or idea intended to be conveyed to the public through various forms of communication, aiming to inform, educate, or inspire communal awareness on social issues.

Goodwill

The intangible value of a business or brand, often reflecting reputation, customer relations, and other non-physical assets.

Appendix

A supplementary material at the end of a book, document, or report, containing additional information.

Attachment

A sense of strong emotional connection or bond with someone or something.