A Portfolio Has an Average Return of 9

question 3

Multiple Choice

A portfolio has an average return of 9.7 percent, a standard deviation of 8.6 percent, and a beta of .72. The risk-free rate is 2.1 percent. What is the Treynor ratio?
Refer: To: 13-72

• A) 0.098
• B) 0.106
• C) 0.121
• D) 0.636
• E) 0.884

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Definitions:

Physiological Measures

Quantitative assessments of the body's functions, often used in medical and psychological research to understand health and behavior.

Secondary Appraisal

One’s perceived ability to control or cope with harm, threat, or challenge (Lazarus and Folkman).

Perceived Ability

An individual's belief or self-assessment of their capability to perform tasks or achieve goals.

Primary Appraisal

One’s initial appraisal of a potentially stressful event (Lazarus and Folkman).