The Treynor-Black Model

question 26

Multiple Choice

The Treynor-Black model

• A)considers both macroeconomic and microeconomic risks.
• B)considers security selection only.
• C)is nearly impossible to implement.
• D)A and C.
• E)B and C.

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Definitions:

Calculate

To determine the value or amount of something typically by mathematical processes.

Regression Slope

The amount by which the dependent variable is expected to change for a one-unit change in the independent variable in a regression model.

Percent on Public Assistance

Percent on Public Assistance refers to the proportion of individuals or households within a population that rely on governmental financial aid programs for their subsistence.

Homicide Rate

A measure indicating the number of homicides in a given area or population over a specified period of time.