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What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A, 25 percent portfolio B, and The risk-free rate is 2.5 percent
What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A, 25 percent portfolio B, and The risk-free rate is 2.5 percent and the market risk premium is 8.4 percent.
Asset | Weight | Avg Return | Std Dev | Beta | |||||
A | 40 | % | 15.30 | % | 17.20 | % | 1.25 | ||
B | 25 | % | 10.50 | % | 9.80 | % | 1.3 | ||
C | 35 | % | 13.30 | % | 14.10 | % | 0.95 | ||
Group of answer choices
0.094
0.057
0.081
0.076
0.063
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