Dollar-weighted return 5 6 8 9 Question 19 (3.334 points) A portfolio has an alpha of 0.30% over the past year. You now that the portfolio 11 12 generated a positive risk-adjusted return 14 15 o generated a negative return 17 18 generated a negative risk adjusted return o generated a positive return 20 21 23 24 Question 20 (3.334 points) A portfolio with a beta of 1.1 and a standard deviation of returns of 0.30 generated a 9% annual return during a period when the market returned 7% and the risk-free rate was 2%. What was the Treynor measure of risk-adjusted return? 26 27 0.064 n051