Financial Risk Manager Part 1
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In the context of evaluating portfolio performance using the Treynor Ratio, consider portfolio LCM. This portfolio has an expected return of 9%, a volatility of 21%, and a beta of 0.3. Given that the risk-free rate is 3%, compute the Treynor Ratio for portfolio LCM.
In the context of evaluating portfolio performance using the Treynor Ratio, consider portfolio LCM. This portfolio has an expected return of 9%, a volatility of 21%, and a beta of 0.3. Given that the risk-free rate is 3%, compute the Treynor Ratio for portfolio LCM.
Exam-Like
A
0.08
4.5%
B
0.15
10.2%
C
0.20
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