A portfolio has a Treynor ratio of .068, a standard deviation of 16.40 percent, a beta of 1.16, and an expected return of 14.3 percent. What is the risk-free rate?
A) 1.32 percent
B) 5.21 percent
C) 5.39 percent
D) 6.18 percent
E) 6.41 percent
Correct Answer:
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