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Author Question: Which of the following statements about Jensen's measure are correct?I.Through its use of the ... (Read 46 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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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.
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dekbert

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Reply 2 on: Mar 29, 2022
Wow, this really help


daiying98

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Reply 3 on: Yesterday
Thanks for the timely response, appreciate it

 

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