A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk free rate is 2.5%, the market rate of return is 11.4%, and the market's Treynor measure is 6.3
What is the value of the Treynor measure of this portfolio?
A) -1.9%
B) .63 %
C) 8.32%
D) 27.4%
Answer: C
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