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Treynor ratio of a correctly-valued portfolio

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The U.S. Treasury bill is yielding 1.85 percent and the market has an expected return of 7.48 percent. What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.33 and a variance of .0045?

.056.069.082.064.087

Reference no: EM131317333

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