The U.S.Treasury bill is yielding 3.0 percent and the market has an expected return of 11.6 percent.What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.02,and a standard deviation of 12.2 percent?
A) 0.074
B) 0.086
C) 0.102
D) 0.619
E) 0.628
Correct Answer:
Verified
Q52: A portfolio has a variance of 0.031050,a
Q53: A portfolio has a Sharpe ratio of
Q54: A portfolio has a standard deviation of
Q55: Your portfolio has a beta of 1.05,a
Q56: A portfolio has a variance of 0.0165,a
Q58: A portfolio has an expected return of
Q59: Your portfolio actually earned 6.2 percent for
Q60: A portfolio has an average return of
Q61: What is the Treynor ratio of a
Q62: A portfolio has a Jensen's alpha of
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