Question: Consider the following inforamtion: Portfolio Average Return Standard Deviation Beta J 15% 21% 1.4 K 20 29 1.9 L 14 23 1.2 M 9 14

Consider the following inforamtion:

Portfolio Average Return Standard Deviation Beta
J 15% 21% 1.4
K 20 29 1.9
L 14 23 1.2
M 9 14 0.9
S & P 500 12 18 1.0

What is the Treynor ratio for Portfolio K, if the risk-free rate is 4%?

(Please show work for help understanding, thank you)

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