What is the Treynor ratio of a portfolio comprised of 40% Portfolio A, 25% Portfolio B, and 35% Portfolio C? Asset Weight Average Return Standard Deviation Beta A 40% 15.30% 17.20% 1.56 B 25% 10.50% 9.80% .95 C 35% 13.30% 14.10% 1.25 The risk-free rate is 2.9% and the market risk premium is 8.6%. Multiple Choice .054 .062 .070 .081 .102