What is the Treynor measure of performance evaluation for Sooner Stock Fund?

The following data are available relating to the performance of Sooner Stock Fund and the market portfolio:







The risk-free return during the sample period was 3%.



A. 1.33%

B. 4.00%

C. 8.67%

D. 9.44%

E. 37.14%




D. 9.44%

(20% 3%)/1.8 = 9.44%.

Business

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