Question 31 Not yet answered Marked out of 2.50 Flag question Portfolio A has an annual return of 25% with a standard deviation of 38.5%. Its market beta is 2.1. The annual return on the T-bill is 0.35%, and the annual return on the market index is 8.55%. What is the Treynor ratio of Portfolio A? O a. 0.46 O b. 0.12 O c. 0.14 O d. 0.64