Which of the following performance measures is best used to analyze a portfolio for possible inclusion in a master portfolio?
I. Treynor ratio
II. Sharpe ratio
III. Jensen's alpha
A) III only
B) I and III only
C) II and III only
D) I only
E) I, II, and III
Correct Answer:
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Q19: A _ portfolio has the highest reward-to-risk
Q20: Which one of the following is computed
Q21: An asset with a positive Treynor ratio
Q22: In an efficient market, which of the
Q23: The Sharpe ratio measures return relative to
A)
Q25: In the normal distribution, the z-statistic value
Q26: An asset with a Treynor ratio greater
Q27: The Sharpe-optimal fund allocation line has
A) a
Q28: The Treynor ratio measures the _ per
Q29: The Jensen-Treynor alpha is defined as:
A)
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