This topic contains a solution. Click here to go to the answer

Author Question: Which of the following statements about Jensen's measure are correct?I.Through its use of the ... (Read 15 times)

dekbert

  • Full Member
  • ***
  • Posts: 140

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


Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by dekbert on Mar 29, 2022

kaynelson17

  • Full Member
  • ***
  • Posts: 141
Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
Answer Preview
Only 39% of students answer this correctly




dekbert

  • Member
  • Posts: 140
Reply 2 on: Mar 29, 2022
Great answer, keep it coming :)


ryhom

  • Member
  • Posts: 366
Reply 3 on: Yesterday
Excellent

 

Did you know?

More than 50% of American adults have oral herpes, which is commonly known as "cold sores" or "fever blisters." The herpes virus can be active on the skin surface without showing any signs or causing any symptoms.

Did you know?

The average person is easily confused by the terms pharmaceutics and pharmacology, thinking they are one and the same. Whereas pharmaceutics is the science of preparing and dispensing drugs (otherwise known as the science of pharmacy), pharmacology is the study of medications.

Did you know?

More than 4.4billion prescriptions were dispensed within the United States in 2016.

Did you know?

On average, someone in the United States has a stroke about every 40 seconds. This is about 795,000 people per year.

Did you know?

Recent studies have shown that the number of medication errors increases in relation to the number of orders that are verified per pharmacist, per work shift.

For a complete list of videos, visit our video library