Question
Portfolio X and Y have the same returns. Portfolio Xs standard deviation is double than portfolio Ys, but its beta is half of portfolio Ys
Portfolio X and Y have the same returns. Portfolio Xs standard deviation is double than portfolio Ys, but its beta is half of portfolio Ys beta. With regard to the Treynor ratio, portfolio Xs ratio is:
A) Twice as large
B) Half as large
C) Identical
D) None of the above
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Carbon Markets Or Climate Finance?
Authors: Axel Michaelowa
1st Edition
0415743435, 978-0415743433
