Question
The current risk-free rate is 3%, the beta of the portfolio was 0.8, and the portfolio returns was 15%. What is the Treynor Ratio of
The current risk-free rate is 3%, the beta of the portfolio was 0.8, and the portfolio returns was 15%. What is the Treynor Ratio of the portfolio? The answer does not have a decimal.
Please show your work.
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The International Handbook Of Public Financial Management
Authors: Richard Allen, Richard Hemming, B. Potter
1st Edition
1137574895, 978-1137574893
