Question: Your portfolio has a beta equal to 1.6. It returned 13.9% last year. The market returned 11.5%; the risk-free rate is 2.6%. Calculate Treynor's measure
Your portfolio has a beta equal to 1.6. It returned 13.9% last year. The market returned 11.5%; the risk-free rate is 2.6%. 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.)
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