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.
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