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Your Portfolio Has a Beta of 1

Question 17

Multiple Choice

Your portfolio has a beta of 1.05, a standard deviation of 14.3%, and an expected return of 14.5%. The market return is 11.3% and the risk-free rate is 3.1%. What is the Treynor ratio?


A) .015
B) .080
C) .109
D) .482
E) .510

Correct Answer:

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