Question
Triple Alpha Aggressive Fund has an expected return of 19.2% and beta of 2.8 . If the risk free rate is 1.0%. a) What is
Triple Alpha Aggressive Fund has an expected return of 19.2% and beta of 2.8. If the risk free rate is 1.0%.
a) What is the Treynor ratio for the fund?
b) If the comparable fund has a Treynor ratio of 0.055, which one of the two funds would be a preferable investment?
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International Financial Management
Authors: Jeff Madura
10th Edition
1439038333, 9781439038338
