Your portfolio has a beta of 1.32, a standard deviation of 27.1 percent, and an expected return of 11.8 percent. The mar
Posted: Wed May 18, 2022 11:02 pm
Your portfolio has a beta of 1.32, a standard deviation of 27.1
percent, and an expected return of 11.8 percent. The market return
is 9.6 percent and the risk-free rate is 3.9 percent. What is the
Treynor ratio?
percent, and an expected return of 11.8 percent. The market return
is 9.6 percent and the risk-free rate is 3.9 percent. What is the
Treynor ratio?