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The US Treasury bill is yielding 10% and the market has an expected return of 14.5% What is the Treynor ratio of a correctly valued

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The US Treasury bill is yielding 10% and the market has an expected return of 14.5% What is the Treynor ratio of a correctly valued portfolio that has a beta of 126 and a standard deviation of 111%? Multiple Choice 054 er 086 135 O O 193 O 279

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