Multiple Choice
Sharp performance measures for individual securities will generally be _____ the capital market line because of
A) right on; the measure of return per risk assumed.
B) randomly distributed above and below; systematic risk.
C) below; diversifiable risk.
D) below; market risk.
Correct Answer:
Verified
Correct Answer:
Verified
Q25: The portfolio performance measure no longer widely
Q26: The Treynor performance measure relates return to
Q27: Positive Jensen alpha is associated with better
Q28: Proper performance evaluation should focus on the
Q29: A line from the risk free rate
Q31: The total return performance measure does not
Q32: The Sharpe measure of single stock performance
Q33: Finance theory suggests that<br>A) few securities will
Q34: The daily valuation method considers cash flows
Q35: By finance theory, most securities will plot