Question
A portfolio has an expected return of 15.6 percent, a beta of 1.85, and a standard deviation of 12.7 percent. The U.S. Treasury bill rate
A portfolio has an expected return of 15.6 percent, a beta of 1.85, and a standard deviation of 12.7 percent. The U.S. Treasury bill rate is 3.2 percent. What is the Treynor ratio?
Select one:
a. 0.146
b. 0.951
c. 0.138
d. 0.067
e. 0.093
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Global Banking
Authors: Roy C Smith, Ingo Walter, Gayle DeLong
3rd Edition
0195335937, 9780195335934
