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MC Qu. 55 A portfolio has an average return ... A portfolio has an average return of 9.7 percent, a standard deviation of 8.6 percent,

MC Qu. 55 A portfolio has an average return ...

A portfolio has an average return of 9.7 percent, a standard deviation of 8.6 percent, and a beta of .72. The risk-free rate is 2.1 percent. What is the Treynor ratio?

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