Among the following measures, which one could be derived by either the CAPM or the Fama...
Among the following measures, which one could be derived by either the CAPM or the Fama and French model?
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Jensen's alpha
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M2
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the P/E ratio
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the Sharpe ratio
Homework Answers
Jensen's Alpha is the excess return generated over the CAPM return, thus the correct answer will be Jensen's Alpha.
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Among the following measures, which one could be derived by
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