In the Treynor-Black Model

Multiple Choice

In the Treynor-Black model

A) portfolio weights are sensitive to large alpha values which can lead to infeasible long or short positions for many portfolio managers.
B) portfolio weights are not sensitive to large alpha values which can lead to infeasible long or short positions for many portfolio managers.
C) portfolio weights are sensitive to large alpha values which can lead to the optimal portfolio for most portfolio managers.
D) portfolio weights are not sensitive to large alpha values which can lead to the optimal portfolio for most portfolio managers.