Over a three-year period, the average return on a portfolio was 20 percent and the beta for

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Over a three-year period, the average return on a portfolio was 20 percent and the beta for the portfolio was 1.25. During the same period, the average return on 90-day Treasury bills was 5 percent. What is the Treynor ratio for this portfolio during this period?

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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