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Question
Which one of the following is measured by the Jensen-Treynor alpha?A. total return relative to systematic risk
B. risk premium relative to systematic
C. risk premium relative to total risk
D. excess return relative to systematic risk
E. excess return relative to total risk
Answer
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Related questions
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You have a 25-year mortgage at 5 percent interest. The initial loan amount was $250,000. By how much did the principal decrease over the first 10 years of the loan? Payments are made monthly.
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Q:
Which one of the following statements regarding an original issue $25,000 GNMA bond is correct?
A. The investor will receive $25,000 as a principal payment at maturity.
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A. advantage; advantage
B. advantage; disadvantage
C. disadvantage; advantage
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If wages grew 3.15 percent in 2013, but inflation was 2.75 percent, what was the approximate real increase in wages?
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B. 0.20%
C. 0.30%
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E. 0.50%
Q:
Assume there are 475 million people in the United States, 175 million of which make up the labor force. If 16 million are unemployed, what is the unemployment rate?
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An analyst gathered the following year-end price level data for an economy. What is the economy's annual inflation rate for 2012?A. 3.22%B. 3.42%C. 3.68%D. 3.87%E. 3.92%
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Assume the inflation rate in 2012 is 2.1 percent. If the nominal GDP grew 3.2 percent and nominal wages grew 2.6 percent, what are the approximate real growth rates of GDP and wages?
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Q:
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Q:
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Q:
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C. $20,062.60
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Q:
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B. accept the call; they have no other choice
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D. convert their bonds; the conversion price exceeds the call price by $12.90
E. elect to continue holding their bonds; they want to continue receiving the interest payments
Q:
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