Problemthe us treasury bill is yielding 30 percent and the, Ask an Expert

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Problem:

The U.S. Treasury bill is yielding 3.0 percent and the market has an expected return of 11.6 percent.

Required:

Question: What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.02, and a standard deviation of 12.2 percent?

Note: Please show how to work it out.

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Basic Finance, Finance

Category:- Basic Finance
Reference No.:- M91174476

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