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Question 8 You are given the following information: variance 6% 34% 1.85 return beta stock A stock B 4% 4% 0.44 tracking error 4% 8%
Question 8 You are given the following information: variance 6% 34% 1.85 return beta stock A stock B 4% 4% 0.44 tracking error 4% 8% 1 pts The risk-free rate is 3%. Compute the Treynor Measure of stock A.
You are given the following information: The risk-free rate is 3%. Compute the Treynor Measure of stock A
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Information Systems Assurance
Authors: David C Chan
2nd Edition
150081458X, 9781500814588
