In the CROSSTABS Procedure, the Lowest Level of Measurement That

question 26

Multiple Choice

In the CROSSTABS procedure, the lowest level of measurement that the column variable can be is

• A) nominal
• B) ordinal
• C) interval/ratio

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Definitions:

Treynor Measure

A performance metric that evaluates the returns of an investment portfolio or fund relative to its market risk.

Standard Deviation

A statistical measure of the dispersion or variability of a set of data points or investment returns around the mean.

Beta

A quantification of the risk and fluctuations experienced by a security or portfolio when compared to the general market.

Treynor Measure

A performance metric for determining how well an investment compensates the investor for taking a particular level of risk, accounting for systematic risk.