A portfolio has an average return of 9.7 percent,a standard deviation of 8.6 percent,and a beta of .72.The risk-free rate is 2.1 percent.What is the Treynor ratio?
A).098
B).106
C).121
D).636
E).884

Name: A portfolio has an average return of 9.7 percent,a standard deviation of 8.6 percent,and a beta of .72.The risk-free rate is 2.1 percent.What is the Treynor ratio? A).098 B).106 C).121 D).636 E).884
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Quizplus · Accepted Answer

Treynor ratio = (.097 - .021)/.72 = .106

A Portfolio Has an Average Return of 9