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Fund A has an average return of 13.6%, a standard deviation of 40%, and a beta of 1.1. The S&P 500 index (which is
"Fund A has an average return of 13.6%, a standard deviation of 40%, and a beta of 1.1. The S&P 500 index (which is used as a proxy for the market portfolio) has an average return of 12% and a standard deviation of 15%. The risk-free rate during the sample period is 9%. What is the Treynor measure for Fund A?"
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The Treynor measure is a riskadjusted performance measure that evaluat...
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Equity Asset Valuation
Authors: Jerald E. Pinto, Elaine Henry, Thomas R. Robinson, John D. Stowe, Abby Cohen
2nd Edition
470571439, 470571438, 9781118364123 , 978-0470571439
