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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

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0.094

0.057

0.081

0.076

0.063

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