Question: How to calculate this question? . o 1 ts Question4 I p You are given the following information: - - - The risk-free rate is

How to calculate this question?

. o 1 ts Question4 I p You are given the following information: - - - The risk-free rate is 1%. The correlation between A and B is 2. Suppose you invest 1.00 in A and 1-1.00 in B, compute the Treynor Measure of the resulting portfolio. 0.87 0.76 margin of error +/- 5%

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