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Your portfolio has a beta of 1.12, a standard deviation of 20.9 percent, and an expected return of 11 percent. The market return is 11.8

Your portfolio has a beta of 1.12, a standard deviation of 20.9 percent, and an expected return of 11 percent. The market return is 11.8 percent and the risk-free rate is 3.7 percent. What is the Treynor ratio?

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