Question: The risk-free rate is 3% and the expected return on the market is 10%. Lexington Fund has expected return of 14%, standard deviation of 37%

The risk-free rate is 3% and the expected return on the market is 10%. Lexington Fund has expected return of 14%, standard deviation of 37% and beta of 2.2. What is the Treynor ratio of the Lexington Fund? 5.00 3.18 2.80 6.38

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