Multiple Choice
A stock's average return is 10 percent. The average risk-free rate is 7 percent. The standard deviation of the stock's return is 4 percent, and the stock's beta is 1.5. What is the Treynor indexfor the stock?
A) 0.03
B) 0.75
C) 1.33
D) 0.02
E) 50
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q11: The _ index can be used to
Q25: Which of the following is not a
Q27: Which of the following is not commonly
Q28: Steam Corp. has a beta of 1.5.
Q30: If security prices fully reflect all market-related
Q31: Morgan stock has an average return minus
Q34: Boris stock has an average return of
Q35: A beta of 1.1 means that for
Q76: Stock price volatility increased during the credit
Q84: If investors agree on a firm's forecasted