单项选择题
Which of the following performance measures most likely relies on systematic risk as opposed to total risk when calculating risk-adjusted return?()
A.M-squared
B.Sharpe ratio
C.Treynor ratio
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相关考题
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A portfolio manager generated a rate of return of 15.5% on a portfolio with beta of 1.2.If the risk-free rate of return is 2.5% and the market return is 11.8%,Jensen’s alpha for the portfolio is closest to:()
A.1.84%
B.4.34%
C.3.70% -
单项选择题
If the degree of financial leverage (DFL)is 1.00,the operating breakeven point compared to the breakeven point,is most likely()
A.lower.
B.higher.
C.the same. -
单项选择题
Which of the following is most likely a sign of a good corporate governance structure?()
A.Independent board members comprise a minority proportion on the company's board.
B.The separation of the chief executive position from the chair position on the company's board.
C.Independent board members are allowed to meet shareholders only in the presence of the entire board.
