Multiple Choice
Which one of the following measures a portfolio's raw return against the expected return based on the Capital Asset Pricing Model?
A) Sharpe ratio
B) Treynor ratio
C) Jensen's alpha
D) beta
E) Value-at-Risk
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q92: A portfolio has a beta of 1.35,
Q93: A portfolio has a 4.0% chance of
Q94: A portfolio has an expected annual return
Q95: A portfolio has an average return of
Q96: Which metric describes the percentage of a
Q97: Your portfolio has an expected annual return
Q98: A portfolio has a Treynor ratio of
Q99: A portfolio has a 3-year standard deviation
Q100: A portfolio has a beta of 1.23
Q102: What is the Treynor ratio of