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:

Endospores

Durable, non-reproductive structures formed within some bacteria, enabling them to survive extreme conditions.

Unfavorable Conditions

Environmental situations or contexts that pose challenges or threats to the survival and thriving of organisms.

Antibiotics

Antibiotics are drugs that combat bacterial infections by killing or inhibiting the growth of bacteria, crucial in modern medicine for treating various infections.

Bacterial Infections

Diseases caused by harmful bacteria entering and multiplying within the human body or on the surface of the skin.