Question
Consider the following historic information on the market, the risk-free rate (T-Bills) and the Human Fund. What is the Treynor Index for the HumanFund? Human
Consider the following historic information on the market, the risk-free rate (T-Bills) and the Human Fund. What is the Treynor Index for the HumanFund?
| Human Fund | Market | Risk-Free |
| |
| E(k) | 10.97% | 9.55% | 2.50% | |
| Beta | 1.4 | 1 | 0 |
The Treynor Index for the Human Fund is ___%.
(Enter your answer in percentage form. Round to two decimal places.)
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Mathematics Of Finance
Authors: Petr Zima, Robert L. Brown
5th Edition
0070871353, 978-0070871359
