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If the return on portfolio A is 0.10, the market portfolio return is 0.14, the inflation rate is 0.02, the risk-free rate is 0.04, the
If the return on portfolio A is 0.10, the market portfolio return is 0.14, the inflation rate is 0.02, the risk-free rate is 0.04, the standard deviation of the return for portfolio A is 0.08 and the standard deviation of the return on the market portfolio is 0.12 and the beta of portfolio A is 0.6, the Treynor ratio for market portfolio will be 0.10. A. True B. False
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