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Author Question: Treynor's measure and Jensen's measure use the standard deviation of portfolio return in the denominator. (Read 70 times)

parker123

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on: Mar 29, 2022

Question 1

Sharpe's measure of portfolio performance compares the risk premium on a portfolio to the portfolio's standard deviation of return.
◦ true
◦ false

Question 2

Treynor's measure and Jensen's measure use the standard deviation of portfolio return in the denominator.
◦ true
◦ false
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Marked as best answer by parker123 on Mar 29, 2022

dadgoere765

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Reply #1 on: Mar 29, 2022
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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parker123

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Reply 2 on: Mar 29, 2022
Gracias!

gcook

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Reply 3 on: Yesterday
Great answer, keep it coming :)

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