Question
Helene's portfolio produced an actual rate of return of 8.5%. Her portfolio has a standard deviation of 5.75% and a beta of 0.95. Assuming the
Helene's portfolio produced an actual rate of return of 8.5%. Her portfolio has a standard deviation of 5.75% and a beta of 0.95. Assuming the market's actual return is 9.65% and the risk-free rate of return is 2.5%, calculate the Treynor ratio for her portfolio. A) 0.0632 B) 1.0435 C) 0.2000 D) 0.0289
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Accounting
Authors: Jonathan E. Duchac, James M. Reeve, Carl S. Warren
23rd Edition
978-0324662962
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