Which One of the Following Measures a Portfolio's Raw Return

question 101

Multiple Choice

Which one of the following measures a portfolio's raw return against the expected return based on the Capital Asset Pricing Model?

• A)Sharpe ratio
• B)Treynor ratio
• C)Jensen's alpha
• D)beta
• E)Value-at-Risk

---

Definitions:

Rules Of Agency

Guidelines governing the relationship between a principal and an agent, where the agent acts on behalf of the principal.

Officers

Officers are individuals charged with the management and operational duties within an organization, often holding specific titles and responsibilities.

Corporate Articles

Legal documents filed with a governmental body to formally establish the existence of a corporation under the law.

Equity

A measure of ownership interest in a corporation or asset, reflecting the residual value to shareholders after debts and liabilities have been settled.