Question: Your portfolio has a beta equal to 1.1. It returned 132% last year. The market returned 108%; the risk-free rate is 4.7%. Calculate Treynor's measure
Your portfolio has a beta equal to 1.1. It returned 132% last year. The market returned 108%; the risk-free rate is 4.7%. Calculate Treynor's measure for your portfolio and the market. Did you earn a better return than the market given the risk you took? The Treynor's measure for your portfolio is (Round to two decimal places.) KE
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