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A portfolio has a Treynor ratio of .070, a standard deviation of 16.40 percent, a beta of 1.16, and an expected return of 14.3 percent.
A portfolio has a Treynor ratio of .070, a standard deviation of 16.40 percent, a beta of 1.16, and an expected return of 14.3 percent. What is the risk-free rate?
A. 1.32 percent B. 5.21 percent C. 5.39 percent D. 6.18 percent E. 6.41 percent
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