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abc, Inc. has an average return of 17%, a beta of 1.6, and a standard deviation of 33%. You know the risk-free rate is 1%
abc, Inc. has an average return of 17%, a beta of 1.6, and a standard deviation of 33%. You know the risk-free rate is 1% and the market return is 8.5%. What is the Treynor measure of abc, Inc.?
a. 1.6
b. 0.11
c. 0.1
d. 0.6
e. 0.48
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