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  3. Study Set
    Essentials of Investments
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    Exam 18: Portfolio Performance Evaluation
  5. Question
    If All ___ Are ___ in the Treynor-Black Model,there Would
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If All ___ Are ___ in the Treynor-Black Model,there Would

Question 32

Question 32

Multiple Choice

If all ___ are ___ in the Treynor-Black model,there would be no reason to depart from the passive portfolio.


A) alphas; zero
B) alphas; positive
C) betas; positive
D) standard deviations; positive

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