If the portfolio return is 10 percent and the U.S.T-bill rate is 5.75 percent what is the Treynor measure of excess returns?
A) .4250
B) .0425
C) .7391
D) There is not enough information to tell
Correct Answer:
Verified
Q25: Asset managers typically lose their jobs because
Q26: The measure of performance defined as the
Q27: R2is a good measure of efficient diversification.
Q28: Most funds' performance in terms of R2is
Q28: To achieve effective diversification, a fund must
Q29: The only difference between the Sharpe and
Q33: The term,EXCESS,returns is commonly defined as
A)Total portfolio
Q34: The least risk exposure would be appropriate
Q35: A return of 15 percent might actually
Q37: Using the Jensen approach, the adequacy 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