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What is the treynor ratio of a correctly-valued portfolio

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Reference no: EM13859220

The U.S. Treasury bill is yielding 3.0% and the market has an expected return of 11.6%. What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.02, and a standard deviation of 12.2%?

Reference no: EM13859220

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