Multiple Choice
The Black-Litterman model and Treynor-Black model are
A) nice in theory but practically useless in modern portfolio management.
B) complementary tools that should be used in portfolio management.
C) contradictory models that cannot be used together; therefore, portfolio managers must choose which one suits their needs.
D) not useful due to their complexity.
E) None of the options
Correct Answer:
Verified
Correct Answer:
Verified
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Q31: Discuss the Treynor-Black model.
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