?
An average return of portfolio divided by its coefficient of beta is classified as
Answer & Solution
Correct Answer:
Option
B
An average return of portfolio divided by its coefficient of beta is classified as treynor's reward to volatility ratio. The Treynor ratio, also known as the reward-to-volatility ratio, is a performance metric for determining how much excess return was generated for each unit of risk taken on by a portfolio.
Join the Discussion
Login to post a comment or share your explanation.
Login