A portfolio has a total return of 4.5%, a standard deviation of 40%, and a beta of 0.5. The market rate of return is 12%, the standard deviation is 20%, and the market's Treynor measure is 0.10. What is the value of the Treynor measure of this portfolio? What is the information ratio of this portfolio? 5%, -0.065 5%, 0.065 9%, 0.167 O d. 5%, -0.167 a. O b. O. c.

A portfolio has a total return of \4.5, a standard deviation of \40, and a beta of 0.5 . The market rate of return is \12, the standard deviation is \20, and the market's Treynor measure is 0.10 . What is the value of the Treynor measure of this portfolio? What is the information ratio of this portfolio? a. \5 b. \5 C. \9 d. \5