# What would the resulting Sharpe Ratio for a portfolio formed, according to the Treynor-Black Model, by combining

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## Question:

What would the resulting Sharpe Ratio for a portfolio formed, according to the Treynor-Black Model, by combining the market portfolio (Sharpe Ratio of 0.52) with a security that has alpha of 1.40% and an information ratio of 0.44%?

**Related Book For**

## Statistics For Business Decision Making And Analysis

ISBN: 9780321890269

2nd Edition

Authors: Robert Stine, Dean Foster