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A portfolio has a Treynor ratio of . 0 3 4 , a standard deviation of 1 0 . 3 % , a beta of

A portfolio has a Treynor ratio of .034, a standard deviation of 10.3%, a beta of 1.55,
and an expected return of 17.0%. What is the risk-free rate?
11.31%
10.28%
12.35%
12.59%
11.73%
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