The only difference between the Sharpe and Treynor approaches is that the Treynor approach evaluates excess returns based on
A) Total risk
B) Unsystematic risk
C) Systematic risk
D) None of the above
Correct Answer:
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Q24: Under the Jensen approach,if the market rate
Q25: Asset managers typically lose their jobs because
Q26: The measure of performance defined as the
Q27: R2is a good measure of efficient diversification.
Q28: Most funds' performance in terms of R2is
Q28: To achieve effective diversification, a fund must
Q30: If the portfolio return is 10 percent
Q33: The term,EXCESS,returns is commonly defined as
A)Total portfolio
Q34: The least risk exposure would be appropriate
Q37: Using the Jensen approach, the adequacy of
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