Treynor Ratio Assignment
February 25th, 2020
The Yoko Fund earns 11.2% during the year while the risk-free rate is 3.1%. The Yoko Fund has a beta of 1.20 and a standard deviation of 17.5%. The Treynor Ratio is closest to:
A. 0.463
B. 0.640
C. 6.750
D. 9.333. Get Finance homework help today