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) 0.093
B) 0.138
C) 0.146
D) 0.835
E) 0.951

Name: 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) 0.093 B) 0.138 C) 0.146 D) 0.835 E) 0.951
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Quizplus · Accepted Answer

Treynor ratio = (0.138 − 0.032) / 1.14 = 0.093

A Portfolio Has an Expected Return of 13