A Portfolio's Return Above or Below the Expected Return Given

question 58

Multiple Choice

A portfolio's return above or below the expected return given the asset's systematic risk is:

• A) the Treynor ratio.
• B) the raw return.
• C) the Jensen-Treynor alpha.
• D) the Jensen's alpha.
• E) the Sharpe ratio.

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Definitions:

High-Pitched Sounds

Sounds that have a high frequency, typically perceived as sharp or squeaky, and are often more easily noticed or can be bothersome to the ear.

Handedness

Refers to the preference of using one hand over the other for performing activities, commonly categorized into right-handedness, left-handedness, and ambidexterity.

Preschool Years

A developmental period in early childhood, typically ranging from ages 3 to 5, characterized by growth in social, cognitive, and motor skills as children prepare for elementary education.

Dexterity

Skill and ease in using the hands or body; the coordination of fine or gross motor abilities.