An Asset with a Treynor Ratio Greater Than the Treynor

question 41

Multiple Choice

An asset with a Treynor ratio greater than the Treynor ratio of the market will have a:

• A) positive Jensen's alpha.
• B) negative Jensen's alpha.
• C) Sharpe ratio greater than the Sharpe ratio of the market.
• D) Sharpe ratio les than the Sharpe ratio of the market.
• E) Insufficient information.

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