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This data applies to questions 11 to 12. Fund Seaquest earned an actual return of 18.5% last year. The risk-free rate of return was 3.2%

This data applies to questions 11 to 12. Fund Seaquest earned an actual return of 18.5% last year. The risk-free rate of return was 3.2% last year. Its standard deviation of returns was 7.2%. Its beta is 1.05, its alpha was 1.25% and its tracking error is 3.1%. 11. What is its Treynor ratio ? 14.571 2.125 15.30 12.24 None of the above.

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