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 38 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
:D TYSM


shewald78

  • Member
  • Posts: 340
Reply 3 on: Yesterday
Excellent

 

Did you know?

Approximately one in three babies in the United States is now delivered by cesarean section. The number of cesarean sections in the United States has risen 46% since 1996.

Did you know?

Aspirin may benefit 11 different cancers, including those of the colon, pancreas, lungs, prostate, breasts, and leukemia.

Did you know?

Certain topical medications such as clotrimazole and betamethasone are not approved for use in children younger than 12 years of age. They must be used very cautiously, as directed by a doctor, to treat any child. Children have a much greater response to topical steroid medications.

Did you know?

The Babylonians wrote numbers in a system that used 60 as the base value rather than the number 10. They did not have a symbol for "zero."

Did you know?

In women, pharmacodynamic differences include increased sensitivity to (and increased effectiveness of) beta-blockers, opioids, selective serotonin reuptake inhibitors, and typical antipsychotics.

For a complete list of videos, visit our video library