The following data are available relating to the performance of Wildcat Fund and the market portfolio: The risk-free return during the sample period was 7%. Calculate Treynor's measure of performance for Wildcat Fund.
A)1.00%
B)8.80%
C)44.00%
D)50.00%

Question

The following data are available relating to the performance of Wildcat Fund and the market portfolio:  The risk-free return during the sample period was 7%. Calculate Treynor's measure of performance for Wildcat Fund.
A)1.00% 
B)8.80% 
C)44.00% 
D)50.00%

Quizplus · Accepted Answer

(18 - 7)/1.25 = 8.8.

The Following Data Are Available Relating to the Performance of Wildcat