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A Portfolio Has a Standard Deviation of 15

Question 18

Multiple Choice

A portfolio has a standard deviation of 15.1%, a beta of 1.12, and a Treynor ratio of .085. The risk-free rate is 2.2%. What is the portfolio's expected rate of return?


A) 10.83%
B) 11.38%
C) 11.72%
D) 12.41%
E) 12.56%

Correct Answer:

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