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Question
The U.S. Treasury bill is yielding 1.85 percent and the market has an expected return of 7.48 percent. What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.33 and a variance of .0045?A. .056
B. .064
C. .069
D. .082
E. .087
Answer
This answer is hidden. It contains 77 characters.
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