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:

Night-light

A small, low-powered electrical light source often used in dark areas of the home at night to provide comfort or to navigate through dark spaces.

Soda and chocolate

Food and beverage items often associated with high sugar content, and in some contexts, considered as factors affecting health conditions like obesity or dental issues.

Sleep deprivation

A condition of not having enough sleep which can affect a person's physical and mental health.

Hypnotic medication

A type of drug utilized to induce sleep or sedation.