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Gi s 2 danh mc u t A, B c cng t sut sinh li, cng lch chun. Danh mc ( A ) c h
Gi s 2 danh mc u t A, B c cng t sut sinh li, cng lch chun. Danh mc \( A \) c h s beta bng 0.8 ln danh mc \( B \). a. Nu o lng bng h s alpha ca Jensen thi danh mc \( B \) tt hn danh mc \( \mathrm{A} \). b. Nu o lng bng \( \mathrm{M} 2 \) thi \( \mathrm{A} \) tt hn \( \mathrm{B} \). c. Khng th kt lun v cha thng tin. d. Nu oo lng bng h s Treynor th hiu qu ca danh mc A tt hn danh muc B
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