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Given 3.2% monthly return of a stock, 0.2% monthly risk free rate, and beta of 1.5, calculate the treynor ratio

User Grim
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Final answer:

The Treynor ratio is a measure of risk-adjusted return, calculated by dividing the excess return of an investment over the risk-free rate by its beta. In this case, the Treynor ratio is 1.33.

Step-by-step explanation:

The Treynor ratio is a measure of risk-adjusted return. It is calculated by dividing the excess return of an investment over the risk-free rate by its beta. The excess return is the difference between the return of the investment and the risk-free rate.

To calculate the Treynor ratio, first calculate the excess return by subtracting the risk-free rate (0.2%) from the monthly return of the stock (3.2%). Then, divide the excess return by the beta of the stock (1.5). The formula for the Treynor ratio is:

Treynor ratio = (Return - Risk-free rate) / Beta

Plugging in the given numbers:

Treynor ratio = (3.2% - 0.2%) / 1.5

Treynor ratio = 2% / 1.5

Treynor ratio = 1.33

User Janmejoy
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