Question
Portfolio Average Return Standard Deviation Beta A 14.7% 18.6% 1.47 B 8.8 14.2 .78 C 11.2 16.0 1.22 The risk-free rate is 4.5 percent and
Portfolio Average Return Standard Deviation Beta
A 14.7% 18.6% 1.47
B 8.8 14.2 .78
C 11.2 16.0 1.22
The risk-free rate is 4.5 percent and the market risk premium is 7 percent.
What is the Treynor ratio of a portfolio comprised of 30 percent portfolio A, 20 percent portfolio B, and 50 percent portfolio C?
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Introduction To The Financial Management Of Healthcare Organizations
Authors: Michael Nowicki
7th Edition
156793904X, 9781567939040
