To determine the optimal risky portfolio in the Treynor-Black model, macroeconomic forecasts are used for the _________, and composite forecasts are used for the __________.
A. passive index portfolio; active portfolio
B. active portfolio, passive index portfolio
C. expected return; standard deviation
D. expected return ; beta coefficient
E. alpha coefficient; beta coefficient
A. passive index portfolio; active portfolio
The two factors combine to determine the optimal risky portfolio.
You might also like to view...
What is the cost of a new roof requiring 242.7 square feet of product, if the product cost $15.99 per square foot? (round to the nearest cent)
What will be an ideal response?
One of the similarities of bond and equity financing is that both dividends and equity distribution payments are tax deductible.
Answer the following statement true (T) or false (F)
A subprime mortgage is a loan made to a borrower who does not qualify for a standard mortgage.
Answer the following statement true (T) or false (F)
Which of the following is a geographic variable for segmentation of the market?
A. occasions B. counties C. gender D. age E. family size