A Portfolio Has a Treynor Ratio of

question 36

Multiple Choice

A portfolio has a Treynor ratio of .068, a standard deviation of 16.40 percent, a beta of 1.16, and an expected return of 14.3 percent. What is the risk-free rate?
Refer: To: 13-72

• A) 1.32 percent
• B) 5.21 percent
• C) 5.39 percent
• D) 6.18 percent
• E) 6.41 percent

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Definitions:

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A policy or rule that requires employees to retire at a certain age regardless of their wish or capability to continue working.

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