Question
The U.S. Treasury bill is yielding 1.85 percent and the market has an expected return of 7.48 percent. What is the Treynor ratio of a
The U.S. Treasury bill is yielding 1.85 percent and the market has an expected return of 7.48 percent. What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.33 and a variance of .0045?
| .056 | ||
| .064 | ||
| .069 | ||
| .082 | ||
| .087 |
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Contemporary Topics In Finance
Authors: Iris Claus, Leo Krippner
1st Edition
1119565162, 978-1119565161
