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Title: A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk ... Post by: tw1gg on Mar 21, 2022 A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk free rate is 2.5%, the market rate of return is 11.4%, and the market's Treynor measure is 6.3. What is the value of the Treynor measure of this portfolio?
▸ -1.9% ▸ .63 % ▸ 8.32% ▸ 27.4% Title: A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk ... Post by: ixi12 on Mar 21, 2022 Content hidden
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