Q.2557 Consider the following data for a particular fund for the year 2017: | | Portfolio | Market | |---------------------|-----------|--------| | Average return | 32% | 25% | | Beta | 1.15 | 1 | | Standard deviation | 40% | 30% | | Tracking error σ(e) | 16% | 0% | | T-Bill rate | 6% | | Determine Treynor's ratio of the portfolio and the market, respectively. | Financial Risk Manager Part 2 Quiz - LeetQuiz