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65. What is the Treynor ratio of a portfolio comprised of 25 percent portfolio A, 35 percent portfolio B, and 40 percent portfolio C? Portfolio

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65. What is the Treynor ratio of a portfolio comprised of 25 percent portfolio A, 35 percent portfolio B, and 40 percent portfolio C? Portfolio Average Return Standard Deviation Beta A 153% 17.2% 1.56 B 7.9 9. 8 .76 C 13 .3 14_ l l .3 l 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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