Question
Average Annual Standard Portfolio Return (%) Deviation Beta 1 14 21 0.85 2 16 24 1.00 3 17 28 1.30 S&P 500 12 90-day T-bill
Average Annual Standard Portfolio Return (%) Deviation Beta 1 14 21 0.85 2 16 24 1.00 3 17 28 1.30 S&P 500 12 90-day T-bill 6 Given the above data, rank portfolios 1-3 from the highest risk-adjusted return to the lowest risk-adjusted return using the Treynor Ratio.
A. Portfolio 1; Portfolio 2; Portfolio 3
B. Portfolio 2; Portfolio 1; Portfolio 3
C. Portfolio 3; Portfolio 2; Portfolio 1
D. Portfolio 1; Portfolio 3; Portfolio 2 E. None of the above
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Essentials Of Managerial Finance
Authors: Scott Besley, Eugene F. Brigham
13th Edition
0324258755, 9780324258752
