A Portfolio Has an Expected Return of 13

question 18

Multiple Choice

A portfolio has an expected return of 13.8 percent,a beta of 1.14,and a standard deviation of 12.7 percent.The U.S.Treasury bill rate is 3.2 percent.What is the Treynor ratio?

• A).093
• B).138
• C).146
• D).835
• E).951

---

Definitions:

Strategic Leadership

Leadership that inspires people to continuously change, refine, and improve strategies and their implementation.

Great Communicator

An individual who possesses outstanding verbal, non-verbal, and written communication skills, enabling them to convey information clearly and effectively.

Resource Allocation

The distribution of resources among competing groups or projects to maximize the effectiveness of their use.

Long-term Organization Goals

Strategic objectives an organization aims to achieve over an extended period, which guide its direction, operations, and efforts for future development and success.