The table below shows selected financial data for the Turtle Income fund, the Hare Growth fund, the market portfolio and the risk free asset. What is the market's Treynor Index?

Turtle Hare Market Risk Free
Expected Return 10% 13% 12% 5%
Std Dev. 8.5% 17.9% 11.9% 0%
Beta 0.7143 1.4 1 0

A) 5.00%
B) 5.71%
C) 6.21%
D) 7.00%
E) 12.20%


D

Business

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