Portfolio A has an average return of 15 percent, a standard deviation of 172 percent, and a beta of 1.25. Portfolio B has an average return of 8 porcent, a standard deviation of 6.4 percent, and a beta of 082. The risk-frog rate is 2 percent and the market risk premium is 8.5 percent. What is the Treynor ratio of a portfolio comprised of 20 percent portfolio A and BO percent portfolio B? Select one 30.068 6.0.104 0.0.082 . d. 0.054 e. 0.136