A Sharpe-Optimal Portfolio Provides Which One of the Following for a Given

question 52

Multiple Choice

A Sharpe-optimal portfolio provides which one of the following for a given set of securities?

• A)Jensen's Alpha
• B)highest possible level of risk
• C)highest level of return for a market-equivalent level of risk
• D)highest excess return per unit of systematic risk
• E)highest risk premium per unit of total risk

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Definitions:

Program

A set of coded instructions that tells a computer how to run a task, or an organized plan or schedule of activities.

Political Science

The academic discipline that studies governments, public policies, political processes, political behavior, and ideas about governance.

Liberal

In politics, a viewpoint or ideology favoring policies that emphasize individual freedoms, social justice, and the need for government intervention to achieve these goals.

Moderate

Neither extreme nor excessive, often referring to views, conditions, or amounts that are reasonable or average.