What is the Treynor ratio of a portfolio comprised of 40% Portfolio A, 25% Portfolio B, and 35% Portfolio C?
The risk-free rate is 2.9% and the market risk premium is 8.6%.
A) .054
B) .062
C) .070
D) .081
E) .102
Correct Answer:
Verified
Q64: A portfolio consists of the following
Q65: A portfolio has an actual return of
Q66: A portfolio consists of the following
Q67: You have a portfolio which has
Q68: Mike's portfolio has a 2-year expected return
Q70: The Miller Fund's correlation with the market
Q71: A portfolio has a standard deviation
Q72: Your portfolio has a standard deviation
Q73: A fund has an alpha of .89%
Q74: A portfolio has an average return
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents