Under all three - Sharpe,Treynor,Jensen - approaches,the return measurement must be compared to risk in some form.
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Q3: Major studies have shown than fund managers
Q4: Michael Jensen uses the security market line
Q5: Over 20-year rolling periods, the worst performance
Q6: Due to either superior market timing or
Q8: Most law suits against fund managers are
Q11: When the U.S.T-bill rate is 5.75 percent,the
Q13: Treynor uses beta as a measure of
Q16: A fund manager has almost total control
Q19: The relationship between excess returns and the
Q20: The Jensen study indicates that mutual fund
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