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:

Behavioral Change

A modification in an individual's actions or reactions as a result of experiences, learning, or external influences.

Elation

A state of elevated happiness, joy, or euphoria, often characterized by high energy and enthusiasm.

Detachment

The emotional state in which an individual maintains a boundary from a specific situation or emotional involvement.

Protest

A public demonstration of objection, disapproval, or dissent towards an idea or action, typically involving gatherings, marching, or signage.