20. Your portfolio has a beta of 117 and a standard deviation of 14.3 percent. If the portfolio's risk premium (1.e., excess return) is 9.4 percent and the risk-free rate is 3.1 percent, the portfolio's Treynor ratio is closest to. Multiple Choice O 0.054. 0.080. 0.094 0.109 0.125 Given the following Information. Portfolio Average Return 18.99 B. 13.2 Standard Deviation 21.6 12.8 Beta 1.92 1.27 The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent. If a portfolio had been formed comprised of 45 percent portfolio A and 55 percent of portfolio B, the actual return on the new portfolio is closest to Multiple Choice 13.73 percent 15.60 percent 15.77 percent. 16.05 percent. 16.33 percent. Given the following information. Portfolio Average Return A 18.9 B 13.2 Standard Deviation 21.6% 12.8 Beta 1.92 1.27 The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent. If a new portfolio is formed and is comprised of 45 percent portfolio A and 55 percent of portfolio B the expected return on the new portfolio using the CAPM is closest to: Multiple Choice 8.9 percent. 13.7 percent 14.0 percent 15.4 percent 15.8 percent Given the following Information Portfolio Average Return A 18.9 B. 13.2 Standard Deviation 21.6% 12.8 Beta 1.92 1.27 The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent. What is Jensen's alpha of a new portfolio comprised of 45 percent portfolio A and 55 percent of portfolio B? Multiple Choice -2.2 percent. -2.0 percent 1.1 percent 1.5 percent 2.1 percent