Multiple Choice
The Treynor-Black model combines an actively managed portfolio with an efficiently diversified portfolio in order to _______________________.
I.improve the diversification of the overall portfolio
II.improve the overall portfolio's Sharpe ratio
III.reach a higher CAL than otherwise would be possible
A) I only
B) I and II only
C) II and III only
D) I, II and III
Correct Answer:
Verified
Correct Answer:
Verified
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