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Question
A portfolio has a standard deviation of 14.1 percent, a beta of 1.30 and a Treynor ratio of .094. The risk-free rate is 3.2 percent. What is the portfolio's expected rate of return?A. 14.83 percent
B. 15.25 percent
C. 15.42 percent
D. 16.41 percent
E. 16.56 percent
Answer
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