A Portfolio Has a Standard Deviation of 14

question 14

Multiple Choice

A portfolio has a standard deviation of 14.1 percent, a beta of 1.45 and a Treynor ratio of .094. The risk-free rate is 3.2 percent. What is the portfolio's expected rate of return?

• A) 16.83 percent
• B) 17.25 percent
• C) 17.77 percent
• D) 18.41 percent
• E) 18.56 percent