Question
Your client Troy owns a portfolio that earned 12% during the current year. His portfolio has a beta of 1.3 and a standard deviation of
Your client Troy owns a portfolio that earned 12% during the current year. His portfolio has a beta of 1.3 and a standard deviation of 14%. During the current year, the market (as represented by the S&P 500 index) earned 9%. If the current risk-free rate is 5%, which of the following accurately states the Treynor ratios for Troy's portfolio and the market?
| Troy's Portfolio | Market | |
| A. | 0.0050 | 0.0100 |
| B. | 0.0050 | 0.0400 |
| C. | 0.0538 | 0.0100 |
| D. | 0.0538 | 0.0400 |
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The New Look Of Affordable Housing
Authors: Alvin Hope Johnson
1st Edition
979-8854852562
