Business, 28.05.2020 03:57, jazmyn101

Portfolio A has an average return of 13.6 percent, a standard deviation of 17.2 percent, and a beta of 1.38. Portfolio B has an average return of 8.4 percent, a standard deviation of 6.4 percent, and a beta of 0.87. The risk-free rate is 3.3 percent and the market risk premium is 8.5 percent. What is the Treynor ratio of a portfolio comprised of 50 percent portfolio A and 50 percent portfolio B? Select one: a. 0.073 b. 0.054 c. 0.136 d. 0.114 e. 0.068

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Portfolio A has an average return of 13.6 percent, a standard deviation of 17.2 percent, and a beta...