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A portfolio has a variance of .03105, a beta of 1.40, and an expected return of 13.3%. What is the Treynor ratio if the expected

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A portfolio has a variance of .03105, a beta of 1.40, and an expected return of 13.3%. What is the Treynor ratio if the expected risk-free rate is 4.5%? Multiple Choice 512 O .367 o 055 (0) 498 O 063

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