To Determine the Optimal Risky Portfolio in the Treynor-Black Model,macroeconomic

question 15

Multiple Choice

To determine the optimal risky portfolio in the Treynor-Black Model,macroeconomic forecasts are used for the _________ and composite forecasts are used for the __________.

• A)passive index portfolio; active portfolio
• B)active portfolio, passive index portfolio
• C)expected return; standard deviation
• D)expected return ; beta coefficient
• E)alpha coefficient; beta coefficient

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Definitions:

Gas Consumption

The use of gas, typically natural gas or gasoline, as a fuel for various purposes including heating, electricity generation, and powering vehicles.

Negative Trait

A personality attribute that is considered undesirable or has a harmful impact on oneself or others.

Response Set

A pattern of responding to questions in a certain way regardless of the content, often seen in psychological tests or surveys.

Marketing Agency

A company that offers a variety of services aimed at promoting and selling products or services, including advertising, market research, and strategy development.