Explanation:
The Treynor measure is given by:
Boost Your Career π
Sign Up to Unlock AI Tutor
Q.88 Portfolio M has the following characteristics:
Expected return = 8% Volatility = 15% Beta = 0.8
If the risk-free rate is 4%, what is the Treynor measure of the portfolio?
A
0.1375
B
0.05
C
0.267
D
1.75
No comments yet.