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Your portfolio has a beta of 1.32, a standard deviation of 27.1 percent, and an expected return of 11.8 percent. The market return is 9.6

Your portfolio has a beta of 1.32, a standard deviation of 27.1 percent, and an expected return of 11.8 percent. The market return is 9.6 percent and the risk-free rate is 3.9 percent. What is the Treynor ratio?

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