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Ratio of a Portfolio Assignment | Homework For You

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January 23rd, 2020

Standard Deviation Beta Average Return Portfolio 14.7% 18.6% 1.47 8.8 14.2 78 C 16.0 1.22 11.2 The risk-free rate is 4.5 percHomework For You

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Standard Deviation Beta Average Return Portfolio 14.7% 18.6% 1.47 8.8 14.2 78 C 16.0 1.22 11.2 The risk-free rate is 4.5 percent and the market risk premium is 7 percent. What is the Treynor ratio of a portfolio comprised of 30 percent portfolio A, 20 percent portfolio B, and 50 percent portfolio C? Get Finance homework help today

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