Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

If a portfolio has a return of 12%, beta is 1.4, Standard deviation of 5 and the risk-free rate is 2%. What is its Treynor

If a portfolio has a return of 12%, beta is 1.4, Standard deviation of 5 and the risk-free rate is 2%. What is its Treynor Ratio?

a) 8%

b) 5%

c) None of them

d) 7.14%

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Accounting At War The Politics Of Military Finance

Authors: Warwick Funnell, Michele Chwastiak

1st Edition

1138616737, 9781138616738

More Books

Students also viewed these Accounting questions

Question

Describe effectiveness of reading at night?

Answered: 1 week ago

Question

find all matrices A (a) A = 13 (b) A + A = 213

Answered: 1 week ago