The Jensen-Treynor Alpha Is Equal To

question 31

Multiple Choice

The Jensen-Treynor alpha is equal to:

• A)the Treynor ratio divided by Jensen's alpha.
• B)the Treynor ratio multiplied by Jensen's alpha.
• C)Jensen's alpha divided by beta.
• D)Jensen's alpha divided by the standard deviation.
• E)Jensen's alpha divided by the Treynor ratio.

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