Which Measure of Portfolio Performance Allows Analysts to Determine the Statistical

question 19

Multiple Choice

Which measure of portfolio performance allows analysts to determine the statistical significance of abnormal returns?

• A) Sharpe measure
• B) Jensen measure
• C) Fama measure
• D) Alternative components model (MCV)
• E) Treynor measure

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Definitions:

Export

The act of selling goods or services produced in one country to another country.

Opportunity Cost

Represents the value of the best alternative that is forgone when a decision is made.

Unit(s)

The fundamental measurement or quantity of a good, service, or economic variable used as a standard or baseline for transactions, assessments, or calculations.

Toys

Objects designed for play or amusement, often targeted towards children.