Question: Find the Treynor Ratio given the following data for a mutual fund. The average risk-free rate=2% and average return on the market=6%. Ave. portfolio return=8%,

Find the Treynor Ratio given the following data for a mutual fund. The average risk-free rate=2% and average return on the market=6%. Ave. portfolio return=8%, Beta=1.2, Ave. benchmark return=7%, standard deviation of returns=24%, tracking error=20%. Give your answer to two decimal places.

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