Question: The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. red on Fund Avg 18% B

The risk-free rate, average returns, standard deviations, and betas for three

The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. red on Fund Avg 18% B 25% 20% S&P 500 | 15% 5% Std Dev 30% 35% 25% 20% Beta 1.05 1.3 1.2 1.0 What is the Treynor measure for portfolio A? Select one: A. 10.38% B. 12.38% C. 8.64% D. 9.91%

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