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Business, 16.04.2020 03:53 warnene17

What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A, 25 percent portfolio B, and 35 percent portfolio C? Asset Weight Avg Return Std Dev Beta A 40 % 15.30 % 17.20 % 1.56 B 25 % 10.50 % 9.80 % 0.95 C 35 % 13.30 % 14.10 % 1.25

The risk-free rate is 2.9 percent and the market risk premium is 8.6 percent.

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What is the Treynor ratio of a portfolio comprised of 40 percent portfolio A, 25 percent portfolio B...
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