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Author Question: Which of the following statements about Jensen's measure are correct?I.Through its use of the ... (Read 41 times)

dekbert

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Question 1

Which of the following is a "higher the better" measure?
◦ only Sharpe's measure
◦ only Treynor's measure
◦ only Jensen's measure
◦ All three are "higher the better" measures.

Question 2

Which of the following statements about Jensen's measure are correct?

I. Through its use of the capital asset pricing model, Jensen's measure automatically adjusts for market return. 
II. In general, the higher the Jensen's measure, the better a portfolio has performed.
III. Jensen's measure is referred to as alpha.
IV. A positive Jensen's measure indicates an investment has underperformed the market on a risk-adjusted basis.

◦ I and IV only
◦ I, II and III only
◦ II and III only
◦ I, III and IV only


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Marked as best answer by dekbert on Mar 29, 2022

kaynelson17

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dekbert

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Reply 2 on: Mar 29, 2022
Thanks for the timely response, appreciate it


duy1981999

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Reply 3 on: Yesterday
:D TYSM

 

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