Multiple Choice
_______ gives the excess return of a hypothetical portfolio over the market portfolio while they carry the same risk.
A) The Treynor ratio
B) The Tobin's q
C) The Jensen's alpha
D) The Sharpe ratio
E) The M2 measure
Correct Answer:
Verified
Correct Answer:
Verified
Q64: What is main difference between passive and
Q65: The passive portfolio management involves<br>A) Programming<br>B) Market
Q66: Which of the following performance measures requires
Q67: The Sharpe-optimal fund allocation line has<br>A) a
Q68: _ is defined as the return of
Q70: The Treynor ratio measures the _ per
Q71: A negative Sharpe ratio indicates<br>A) a contrarian
Q72: The Sharpe ratio measures return relative to<br>A)
Q73: What is the Treynor ratio for Portfolio
Q74: Assuming the market is efficient, what do