Which portfolio has the highest Treynor ratio? a. P b. Q c. R d. S. A pension
Question:
Which portfolio has the highest Treynor ratio?
a. P
b. Q
c. R
d. S.
A pension fund administrator wants to evaluate the performance of four portfolio managers. Each manager invests only in U.S. common stocks. During the most recent five-year period, the average annual total return on the S&P 500 was 14 percent and the average annual rate on Treasury bills was 8 percent. The table above shows risk and return measures for each portfolio.
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The Treynor ratio is a riskadjusted performance measure that relates the return in excess ...View the full answer
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Related Book For 
Fundamentals Of Investments Valuation And Management
ISBN: 9781266824012
10th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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