An Asset with a Treynor Ratio Greater Than the Treynor

Multiple Choice

An asset with a Treynor ratio greater than the Treynor ratio of the market will have a:

A) positive Jensen's alpha.
B) negative Jensen's alpha.
C) Sharpe ratio greater than the Sharpe ratio of the market.
D) Sharpe ratio les than the Sharpe ratio of the market.
E) Insufficient information.