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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