What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A,25 percent portfolio B,and The risk-free rate is 2.5 percent and the market risk premium is 8.4 percent.
A) 0.057
B) 0.063
C) 0.076
D) 0.081
E) 0.094

Question

What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A,25 percent portfolio B,and The risk-free rate is 2.5 percent and the market risk premium is 8.4 percent. 
A) 0.057 
B) 0.063 
C) 0.076 
D) 0.081 
E) 0.094

Quizplus · Accepted Answer

11ea6d0e_c3e0_f123_b3c7_375d596d4c06_TB1223_00

What Is the Treynor Ratio of a Portfolio Comprised of 40