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
    You Want to Create a Two-Asset Portfolio
Solved

You Want to Create a Two-Asset Portfolio

Question 24

Question 24

Multiple Choice

You want to create a two-asset portfolio. To have the best portfolio possible, you should select for the _________ portfolio.


A) Highest beta
B) Sharpe-optimal
C) Highest return
D) Sharpe-minimal
E) Market equivalent

Correct Answer:

verifed

Verified

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

Related Questions

Q19: Which of the following represents the best

Q20: The Jensen-Treynor alpha is defined as:<br>A)

Q21: In the normal distribution, the probability of

Q22: While portfolio Z has a return of

Q23: Which of the following performance measures is

Q25: To compute a 2-year VaR, the average

Q26: A portfolio has an average return of

Q27: Which of the following performance measures is

Q28: The performance metric that measures how much

Q29: Which of the following performance measures analyzes

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