Question: 20:05 8 m 389 KB/S Von LTE 58% Document (8) A portfolio has a correlation of 0.40 with the overall market and produces a Sharpe

20:05 8 m 389 KB/S Von LTE 58% Document (8) A

20:05 8 m 389 KB/S Von LTE 58% Document (8) A portfolio has a correlation of 0.40 with the overall market and produces a Sharpe Ratio of 0.2. If the market's volatility is 20%, what is portfolio's *Treynor ratio* ? 20:05 8 m 389 KB/S Von LTE 58% Document (8) A portfolio has a correlation of 0.40 with the overall market and produces a Sharpe Ratio of 0.2. If the market's volatility is 20%, what is portfolio's *Treynor ratio*

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