Question
The NXP fund has an expected return of 4.00%, with volatility 28.00%. The risk free rate is 1.90%, the market volatility is 15.10%, and the
The NXP fund has an expected return of 4.00%, with volatility 28.00%. The risk free rate is 1.90%, the market volatility is 15.10%, and the correlation between NXP returns and market returns is 0.58. What is the Treynor ratio for NXP?
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The New Managed Account Solutions Handbook
Authors: Stephen D. Gresham, Arlen S. Oransky
1st Edition
0470222786, 978-0470222782
