The _________ calculates the reward to risk trade-off by dividing the average portfolio excess return by the portfolio beta?
A) Sharpe Measure
B) Treynor Measure
C) Jensen Measure
D) Appraisal Ratio
test
The _________ calculates the reward to risk trade-off by dividing the average portfolio excess return by the portfolio beta?
A) Sharpe Measure
B) Treynor Measure
C) Jensen Measure
D) Appraisal Ratio
The answer is B) Treynor measure.