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The following table provides information relating to Omega Ltd, as well as the market portfolio. The risk-free rate of return is 3.7%. Asset Excess Return
The following table provides information relating to Omega Ltd, as well as the market portfolio. The risk-free rate of return is 3.7%.
| Asset | Excess Return | Variance | Beta |
|---|---|---|---|
| Omega | 13.8% | 0.017161 | 1.5 |
| M | 7.8% | 0.008281 | 1 |
What is Omega's Treynor Ratio?
a. 0.092
b. 0.771
c. 0.067
d. 1.053
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Investment Risk Management
Authors: Yen Yee Chong
1st Edition
0470849517, 9780470849514
