Using the following data, calculate each fund’s Treynor Rati…

Using the following data, calculate each fund’s Treynor Ratio.  Assume the Market return is 10% and the T-bill rate is 2%.  Fund B’s Treynor ratio is higher than Fund A’s Treynor Ratio.  True or False? Fund Portfolio Return Portfolio Beta Portfolio Standard Deviation A 17% 1.6 20% B 12% 1.0 15%