Which of the following performance measures analyzes the portfolio's risk premium?
I. Treynor ratio
II. Sharpe ratio
III. Jensen's alpha
A) II only
B) I and II only
C) II and III only
D) I only
E) I, II, and III
Correct Answer:
Verified
Q1: The assessment of the returns generated by
Q3: _ deals with the money manager's control
Q4: Raw returns are not particularly useful when
Q5: A negative Sharpe ratio indicates
A) a contrarian
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
Q11: The risk premium of a portfolio divided
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