USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

question 14

Multiple Choice

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
The portfolios identified below are being considered for investment. Assume that during the period under consideration, R_f = .04.

-Refer to Exhibit 18.2. According to the Treynor Measure, which portfolio performed best?

• A) W
• B) X
• C) Y
• D) Z
• E) Two portfolios are tied.