Which One of the Following Is Measured by the Jensen-Treynor

question 3

Multiple Choice

Which one of the following is measured by the Jensen-Treynor alpha?

• A)total return relative to systematic risk
• B)risk premium relative to systematic
• C)risk premium relative to total risk
• D)excess return relative to systematic risk
• E)excess return relative to total risk

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Definitions:

Avoid Risks

A strategy or approach aimed at minimizing potential losses or negative outcomes by not engaging in actions that are perceived to carry risk.

Working in Teams

The collaborative effort of a group of people to achieve a common goal or complete a task in the most effective and efficient way.

Learned Needs

Needs that are acquired or developed over time as a result of life experiences, cultural exposure, or the influence of social interactions.

Achievement

The accomplishment of an aim or purpose, often associated with a sense of pride and fulfillment.