What is the treynor ratio
Problem:
A portfolio has an average return of 9.7 percent, a standard deviation of 8.6 percent, and a beta of .72. The risk-free rate is 2.1 percent.
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Question: What is the Treynor ratio?
Note: Please show how you came up with the solution.
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Question: What is the Treynor ratio? Note: Please show how you came up with the solution.
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