Absent research,you should assume the alpha of a stock is
A) zero
B) positive
C) negative
D) not zero
E) A or B
Correct Answer:
Verified
Q4: If a portfolio manager consistently obtains a
Q9: _ can be used to measure forecast
Q12: In the Treynor-Black model
A)portfolio weights are sensitive
Q13: If you begin with a _ and
Q14: The Treynor-Black model requires estimates of _.
A)alpha/beta
B)alpha/beta/residual
Q15: Active portfolio management consists of _.
A)market timing
B)security
Q17: Benchmark risk
A)is inevitable and is never a
Q18: The Black-Litterman model is geared toward _
Q19: Passive portfolio management consists of _.
A)market timing
B)security
Q21: Consider the Treynor-Black model.The alpha of an
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents