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The current risk-free rate is 1.5%, the beta of the portfolio was 0.6, the standard deviation of the portfolio 15.9%, and the portfolio risk premium
The current risk-free rate is 1.5%, the beta of the portfolio was 0.6, the standard deviation of the portfolio 15.9%, and the portfolio risk premium was 11.5%. What is the Treynor Ratio of the portfolio? O 13.89 or 0.1389 O 15.00 or 0.15 O 16.67 or 0.1667 O 19.17 or 0.1917
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Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert J. Hughes, Arshad Ahmad, Jordan Fortino
7th Canadian Edition
1259650650, 978-1259650659
