Question: The average return on Portfolio B is 1 4 . 8 0 % , with a Beta of 0 . 8 8 . The average

The average return on Portfolio B
is 14.80%, with a Beta of 0.88. The
average return on Treasury bills is
3.90%. Calculate the Treynor ratio.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Q:

The ratio or relationship between net investment and the resulting increase in productive or output capacity of the economy is which of the following? industrial ratio capital-output ratio...

Q:

I need your help with this: Can you please quote from the attached chapters / resource if possible? Corporations often use different costs of capital for different operating divisions. Using an...

Q:

Please provide excel spreadsheet detailing how you got to the multiple choice answer. I am trying to get ahead and understand each of the practiceproblems in prep for a exam so it would be very...

Q:

Go to Yahoo Finance, select any three stocks and S&P 500, collect their adjusted close price data on a monthly basis from January 2018 to the most recent month, and calculate the monthly returns for...

Q:

Go to Yahoo Finance, select any three stocks and S&P 500, collect their adjusted close price data on a monthly basis from January 2018 to the most recent month, and calculate the monthly returns for...

Q:

Question 3 Consider the following average annual returns: Investment Average Return Small Stocks 23.2% S&P 500 13.2% Corporate Bonds 7.5% Treasury Bonds 6.2% Treasury Bills 4.8% What is the excess...

Q:

Consider the following average annual returns: Investment Average Return Small Stocks 23.9% S&P 500 13.2% Corporate Bonds 7.9% Treasure Bonds 6.5% Treasury Bills 4% What is the excess return for...

Q:

Consider the following average annualreturns: Investment Average Return Small Stocks 23.8% S&P 500 13.5% Corporate Bonds 7.1% Treasure Bonds 6.5% Treasury Bills 4.2% What is the excess return for the...

Q:

Consider the following average annual returns: Investment Average Return Small Stocks 23.5% S&P 500 13.7% Corporate Bonds 7.8% Treasure Bonds 6.7% Treasury Bills 4.9% What is the excess return for...

Q:

can you please answer #45 and #56? it is from the same document from before. Exam Name___________________________________ MULTIPLE CHOICE. Choose the one alternative that best completes the statement...

Q:

What is the relation between production functions and cost functions? Be sure to include in your discussion the effect of competitive conditions in input factor markets.

Q:

Western Manufacturing produces a single product. The original budget for April was based on expected production of 17,000 units; actual production for April was 20,400 units. The original budget and...

Q:

Which of the following is the leading criteria to determine how the purchase of an item on credit is recorded under accounts payable? Usefulness to the business Method of purchase

Q:

In 2018, Ryan Management collected rent revenue for 2019 tenant occupancy. For financial reporting, the rent is recorded as deferred revenue and then recognized as income in the period tenants occupy...

Q:

On December 1, Spencer Department Store borrowed $19,250 from First Bank and Trust. Spencer signed a ninety-day note with a face amount of $20,000. The interest rate stated on the face of the note is...

Q:

Darwin Inc. sells a particular textbook for $30. Variable expenses are $23 per book. At the current volume of 55,000 books sold per year the company is just breaking even. Given these data, the...

Q:

Kara Fashions uses straight-line depreciation for financial statement reporting and MACRS for income tax reporting. Three years after its purchase, one of Kara's buildings has a carrying value of...

Q:

Minist Corporation sells a single product for $25 per unit. Last year, the company's sales revenue was $235,000 and its net operating income was $63,000. If fixed expenses totaled $78,000 for the...

Q:

Determine if the overhead allocated to the product relates to a single plantwide overhead rate method, multiple production department factory overhead rate method, or activity-based costing...

Q:

Baseball circumferences. Baseballs used in the major leagues in the United States must adhere to strict standards. One such standard is that the circumference must be between 9 and 9.25 inch. One...

Q:

Baseball weights. Baseballs used in the major leagues in the United States must adhere to strict standards. One such standard is that the weight must be between 5 and 5.25 ounces. One could look at...

Q:

Trophy sizes. The table gives the names, dates first awarded, and heights (inches) of major trophies and awards in sports and entertainment. The Americas Cup, awarded for sailing, claims to be the...