An analyst evaluates a portfolio with the following characteristics:
- Sharpe ratio: 0.8
- Volatility of portfolio returns: 19%
- Volatility of market returns: 10%
- Correlation between portfolio and market returns: 0.7
The portfolio's Treynor ratio is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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An analyst evaluates a portfolio with the following characteristics:
Sharpe ratio: 0.8
Volatility of portfolio returns: 19%
Volatility of market returns: 10%
Correlation between portfolio and market returns: 0.7
The portfolio's Treynor ratio is closest to: