Multiple Choice
Which of the following performance measures is considered good when it is positive?
I. Treynor ratio
II. Sharpe ratio
III. Jensen's alpha
A) II only
B) I and III only
C) I and II only
D) III only
E) I, II, and III
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q18: The best performance measures of a market
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
Q24: You want to create a two-asset portfolio.
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