Consisting of the risk-free asset and market portfolio

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Assume the market has a Treynor Index of 4.00%. What is the Treynor Index of your portfolio consisting of the risk-free asset and the market portfolio if the portfolio weight on the market is 17% (and the balance is in the risk-free security)?

Reference no: EM131319295

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Consisting of the risk-free asset and market portfolio : Assume the market has a Treynor Index of 4.00%. What is the Treynor Index of your portfolio consisting of the risk-free asset and the market portfolio if the portfolio weight on the market is 17% (and the balance is in the risk-free security)?
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