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A portfolio generates an annual return of 13%, a beta of 7 , and a standard deviation of 17%. The market index return is 14%

A portfolio generates an annual return of 13%, a beta of 7 , and a standard deviation of 17%. The market index return is 14% and has a standard deviation of 21%. What is the Treynor measure of the portfolio if the risk-free rate is 5% ? a. .1354 b. .1233 c. .1477 d. .1143

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