Which One of the Following Measures a Portfolio's Raw Return

question 101

Multiple Choice

Which one of the following measures a portfolio's raw return against the expected return based on the Capital Asset Pricing Model?

• A)Sharpe ratio
• B)Treynor ratio
• C)Jensen's alpha
• D)beta
• E)Value-at-Risk

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Definitions:

Organismic Valuing Process

A concept in humanistic psychology referring to an individual's inner resource for self-evaluation and growth.

Actualization

The realization or fulfillment of one's talents and potentialities, often considered a fundamental human motive.

Perfectionist

An individual who strives for flawlessness and sets excessively high performance standards, often accompanied by overly critical self-evaluations.

Maturation

The process by which an individual or organism develops over time, encompassing physical, mental, and emotional growth.