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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? 19.17 13.89 15.00 16.67
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