Answered step by step
Verified Expert Solution
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
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started