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A portfolio has an expected return of 13.8%, a beta of 1.14, and a standard deviation of 12.7%. The U.S. Treasury bill rate is 3.2%. What is the Treynor ratio
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A portfolio has an expected return of 13.8%, a beta of 1.14, and a standard deviation of 12.7%. The U.S. Treasury bill rate is 3.2%. What is the Treynor ratio

User Subramanian
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17 votes

Answer:

hope this helps

A portfolio has an expected return of 13.8 percent, a beta of 1.14, and a standard deviation of 12.7 percent. The U.S. Treasury bill rate is 3.2 percent. What is the Treynor ratio?

A. .093

B. .138

C. .146

D. .835

E. .951

your answer A. .093

Step-by-step explanation:

User Domguinard
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