The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio:

The risk-free return during the sample period was 6%.
What is the Treynor measure of performance evaluation for Long Horn Stock Fund?
A) 0.0133
B) 0.04
C) 0.0867
D) 0.3143
E) 0.3714

Question

The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio:

The risk-free return during the sample period was 6%.
What is the Treynor measure of performance evaluation for Long Horn Stock Fund?
A) 0.0133 
B) 0.04 
C) 0.0867 
D) 0.3143 
E) 0.3714

Quizplus · Accepted Answer

(0.19 − 0.06)/1.5 = 0.0867.

The Following Data Are Available Relating to the Performance of Long