The portfolios beta is 123 and the risk-free rate is 2


Suppose a portfolio has an expected return of 4 percent and a standard deviation of 9 percent. The portfolio’s beta is 1.23 and the risk-free rate is 2 percent. What is the Treynor ratio?

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Financial Management: The portfolios beta is 123 and the risk-free rate is 2
Reference No:- TGS02340686

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