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Find the Treynor Ratio given the following data for a mutual fund. Give your answer to two decimal places. Average Risk-Free Rate = 2% Average
Find the Treynor Ratio given the following data for a mutual fund. Give your answer to two decimal places.
Average Risk-Free Rate = 2%
Average return on the market = 6%
Average Portfolio Return = 8%
Beta = 1.2
Average Benchmark Return = 7%
Standard Deviation of Returns = 24%
Tracking Error = 20%
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