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What is the Treynor ratio of a portfolio comprised of 45 percent portfolio A and 55 percent portfolio B if the risk-free rate is 3.12

What is the Treynor ratio of a portfolio comprised of 45 percent portfolio A and 55 percent portfolio B if the risk-free rate is 3.12 percent and the market risk premium is 8.5 percent?

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Weight Avg Return Std Dev Beta A 45% 13.60% 17.20% 1.38 B 55% 8.40% 6.40% 0.87

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