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:

Ancient Persia

A historical empire located in what is now Iran, characterized by its significant cultural, political, and military achievements.

Medieval Britain

A historical period in Britain spanning from the 5th to the late 15th century, characterized by feudalism, the emergence of the monarchy, and significant cultural and political developments.

Homosexuality

A sexual orientation characterized by a romantic or sexual attraction to individuals of one's own gender.

Québec

A province in Canada known for its unique French heritage, culture, and language.