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Based on the info below, compute Port. Bs Treynor ratio: Portfolio Expected Return (10%) Standard Deviation (%) Beta A 10 30 0.75 B 14 25
Based on the info below, compute Port. Bs Treynor ratio:
Portfolio | Expected Return (10%) | Standard Deviation (%) | Beta |
A | 10 | 30 | 0.75 |
B | 14 | 25 | 0.5 |
C | 20 | 40 | 1.5 |
M | 15 | 15 | 1 |
F | 3.6 | 0 | 0 |
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