The risk premium of a portfolio divided by the portfolio's standard deviation is called
A) The Treynor ratio
B) The raw return
C) Jensen's alpha
D) The Sharpe ratio
E) The Jensen-Treynor alpha
Correct Answer:
Verified
Q6: The passive portfolio management involves
A) Programming
B) Market
Q7: The best performance measures of a market
Q8: _ measures investment performance as the ratio
Q9: Jensen's alpha measures a security's raw return
Q10: The Sharpe Ratio is considered to be
Q12: _ gives the excess return of a
Q13: _ is defined as the return of
Q14: The Sharpe ratio is best utilized for
Q15: Which of the following performance measures is
Q16: The statistical model for assessing probabilities based
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