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What Is the Treynor Ratio of a Portfolio Comprised of 50

question 54

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What is the Treynor ratio of a portfolio comprised of 50 percent portfolio A and 50 percent portfolio B? What is the Treynor ratio of a portfolio comprised of 50 percent portfolio A and 50 percent portfolio B?   The risk-free rate is 3.12 percent and the market risk premium is 8.5 percent. A)  .041 B)  .058 C)  .070 D)  .114 E)  .136 The risk-free rate is 3.12 percent and the market risk premium is 8.5 percent.


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