Multiple Choice
Which one of the following measures risk premium in relation to systematic risk?
A) Value-at-Risk
B) Jensen's alpha
C) beta
D) Sharpe ratio
E) Treynor ratio
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q6: A portfolio consists of the following
Q7: A portfolio has a variance of .0165,
Q8: What is the Treynor ratio of
Q9: The one-year standard deviation of your portfolio
Q10: The U.S. Treasury bill has a return
Q12: Which one of the following Value-at-Risk measures
Q13: Which one of the following measures returns
Q14: Which one of the following is probably
Q15: A portfolio has a beta of 1.30
Q16: The U.S. Treasury bill is yielding 3.0%