Multiple Choice
The Jensen-Treynor alpha is equal to:
A) the Treynor ratio divided by Jensen's alpha.
B) the Treynor ratio multiplied by Jensen's alpha.
C) Jensen's alpha divided by beta.
D) Jensen's alpha divided by the standard deviation.
E) Jensen's alpha divided by the Treynor ratio.
Correct Answer:
Verified
Correct Answer:
Verified
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