Question: The table below presents performance data for the Socially Responsible mutual fund over the last five years. The table also includes information on the returns

The table below presents performance data for the Socially Responsible mutual fund over the last five years. The table also includes information on the returns of the market index and T-Bills over the same period. What is the Treynor Index for Socially Responsible?

average return standard deviation beta
socially responsible 13% 37.5% 3
market 6% 15% 1
other 1.5 ? ?

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