Multiple Choice
Which of the following are not true regarding the Treynor-Black model?
A) It considers both macroeconomic and microeconomic risks.
B) It considers security selection only.
C) It is nearly impossible to implement.
D) It considers both macroeconomic and microeconomic risks, and it is nearly impossible to implement.
E) It considers security selection only, and it is nearly impossible to implement.
Correct Answer:
Verified
Correct Answer:
Verified
Q31: The critical variable in the determination of
Q32: Benchmark risk<br>A) is inevitable and is never
Q33: Consider the Treynor-Black model. The alpha of
Q34: _ can be used to measure forecast
Q35: Alpha forecasts must be _ to account
Q37: Absent research, you should assume the alpha
Q38: Benchmark risk is defined as<br>A) the return
Q39: Active portfolio managers try to construct a
Q40: The Treynor-Black model<br>A) considers both macroeconomic and
Q41: The Black-Litterman model is geared toward _