Which One of the Following Is Measured by the Jensen-Treynor

question 3

Multiple Choice

Which one of the following is measured by the Jensen-Treynor alpha?

• A)total return relative to systematic risk
• B)risk premium relative to systematic
• C)risk premium relative to total risk
• D)excess return relative to systematic risk
• E)excess return relative to total risk

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Definitions:

Shipper

An individual or company that sends or transports goods to a recipient, typically by land, sea, or air.

Petroleum

A natural, flammable liquid consisting of a complex mixture of hydrocarbons, used primarily as fuel and in the production of petrochemicals.

Natural Gas

A fossil fuel formed from the remains of ancient marine organisms, used as an energy source and feedstock in various industrial processes.

Transportation

The process of moving goods, people, or animals from one location to another using various modes such as road, rail, air, or waterways.