The U.S. Treasury bill is yielding 1.85% and the market has an expected return of 7.48%. What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.33 and a variance of .0045?
A).056
B).064
C).069
D).082
E).087

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The Answer of The U.S. Treasury bill is yielding 1.85% and the market has an expected return of 7.48%. What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.33 and a variance of .0045?
A).056
B).064
C).069
D).082
E).087

The US Treasury Bill Is Yielding 1