Question: Consider the following data for a particular year when returns were high for portfolio P and market M: Portfolio P Market M 28% 1.0 Standard

Consider the following data for a particular year when returns were high for portfolio P and market M: Portfolio P Market M 28% 1.0 Standard deviation 30% Calculate Treynor's performance measure (reward-to-volatility ratio) for portfolio P. Assume the risk-free rate is 6% Average return Beta O a. 26.5 O b. 24.2 O c. 22.0 O d. 23.5 O e. 72.3 35% 1.2 42%

Consider the following data for a particular year when returns were

Calculate Treynor's performance measure (reward-to-volatility ratio) for porttolo P. Assume tne risk-free rate is 6%. a. 26.5 b. 24.2 c. 22.0 d. 23.5 e. 72.3

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