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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