What Is the Treynor Ratio of a Portfolio Comprised of 25

question 91

Multiple Choice

What is the Treynor ratio of a portfolio comprised of 25 percent portfolio A, 35 percent portfolio B, and 40 percent portfolio C? The risk-free rate is 3.6 percent and the market risk premium is 8.2 percent.

• A) .054
• B) .062
• C) .070
• D) .081
• E) .102

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