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Question 22 of 40 15 Points A portfolio has an average monthly return of 2.0%, a beta of 1.2 and a standard deviation of 1.8%.

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Question 22 of 40 15 Points A portfolio has an average monthly return of 2.0%, a beta of 1.2 and a standard deviation of 1.8%. If the risk free rate is 0.50%, what is the Treynor ratio? A. 0.83 OB.1.11 OC.125 OD. 1.67

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