Question: 9. The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Std DevBeta 30% 35%

9. The risk-free rate, average returns, standard deviations, and betas for

9. The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Std DevBeta 30% 35% 25% 20% 1.05 18% 25% 20% S&P 500 | 15% 5% What is the Treynor measure for portfolio B? A. 12.38% B. 2.38% C. .91% D. 3.64%

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