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Question
A portfolio has an expected return of 13.8 percent, a beta of 1.14, and a standard deviation of 12.7 percent. The U.S. Treasury bill rate is 3.2 percent. What is the Treynor ratio?A. .093
B. .138
C. .146
D. .835
E. .951
Answer
This answer is hidden. It contains 36 characters.
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