22. A portfolio has a beta of 1.26, a standard deviation of 15. percent. The market rate is 12.7 percent and the risk-free rate is 3.6 percent, What is the Sharpe rat 0.68 b. 0.72 percent, and an average return of 15 atio? 0.84 C. 23. Your rtfolio has a beta of 1.17 percent ratio? , a standard deviation of 14.3 percent, and an expected return of 12,5 The market return is 11.3 percent and the risk-free rate is 3.1 percent. What is the Treynor a 0.0803 b 0.482 C. 0.109 24. The U.S. Treasury bill is lding 3.0 percent and the market has an expected return of 11.6 percent What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.02, and a standard deviation of 12.2 percent? 0.117 b. 0.102 c. 0.086 25, When an investor buying an undervalued stock with a high growth prospect, he/she most likely used Valuei Strategy sting Growth at Reasonable Price Growth investing C 26, From the previous question, to do the appropriate strategy, the investor will search for : has PEG ratio = 1 stock which a PEG ratio > 1 PEG ratio