A portfolio has an expected return of 13.8 percent,a beta of 1.14,and a standard deviation of 12.7 percent.The U.S.Treasury bill rate is 3.2 percent.What is the Treynor ratio?
A).093
B).138
C).146
D).835
E).951

Name: A portfolio has an expected return of 13.8 percent,a beta of 1.14,and a standard deviation of 12.7 percent.The U.S.Treasury bill rate is 3.2 percent.What is the Treynor ratio? A).093 B).138 C).146 D).835 E).951
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Treynor ratio = (.138 - .032)/1.14 = .093

A Portfolio Has an Expected Return of 13