menu-iconExamlexExamLexServices

Discover

Ask a Question
  1. All Topics
  2. Topic
    Business
  3. Study Set
    Fundamentals of Investments
  4. Exam
    Exam 13: Performance Evaluation and Risk Management
  5. Question
    Jensen's Alpha Measures a Security's Raw Return Against the
Solved

Jensen's Alpha Measures a Security's Raw Return Against the

Question 94

Question 94

Multiple Choice

Jensen's alpha measures a security's raw return against the


A) Sharpe-adjusted return
B) Market return
C) CAPM return
D) Real return
E) Treynor-adjusted return

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q89: An asset with a positive Treynor ratio

Q90: A stock has a monthly standard deviation

Q91: An asset with a negative Jensen's alpha

Q92: If you want to search for under-pricing

Q93: Without a risk-free asset in the hypothetical

Q95: What is the Sharpe ratio of Portfolio

Q96: Which portfolio(s) should you add to a

Q97: VaR is based on the.<br>A) Beta<br>B) Normal

Q98: Which portfolio(s) plot above the security market

Q99: Suppose you invest equally in Portfolio A

Examlex

ExamLex

About UsContact UsPerks CenterHomeschoolingTest Prep

Work With Us

Campus RepresentativeInfluencers

Links

FaqPricingChrome Extension

Download The App

Get App StoreGet Google Play

Policies

Privacy PolicyTerms of ServiceHonor CodeCommunity Guidelines

Scan To Download

qr-code

Copyright © (2025) ExamLex LLC.

Privacy PolicyTerms Of ServiceHonor CodeCommunity Guidelines