Multiple Choice
Which of the following performance measures is most closely related to the efficient frontier?
A) Treynor ratio.
B) Raw return.
C) Jensen-Treynor alpha.
D) Jensen's alpha.
E) Sharpe ratio.
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q44: Which one of the following is computed
Q46: _ is an attempt by the manager
Q47: A portfolio has an average return of
Q48: When _ of an asset is better
Q50: In the normal distribution, the z-statistic value
Q51: What is the Sharpe ratio of Portfolio
Q52: Which of the following performance measures is
Q53: A stock has an annual standard deviation
Q54: A portfolio with an expected return of
Q73: High Mountain Homes has an expected annual