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?
| 0.036 | ||
| 0.020 | ||
| 0.075 | ||
| 0.001 |
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The Preppers Financial Guide
Authors: Jim Cobb
1st Edition
1612434037, 978-1612434032
