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Old MathJax webview True of False? O O 8. According to Jensen, the stock is undervalued. O O 9. Fama's net selectivity for the stock

Old MathJax webview

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True of False?

O O 8. According to Jensen, the stock is undervalued. O O 9. Fama's net selectivity for the stock about 10%. O O O O O O 15. It is fair to say that the Treynor measure ignores unsystematic risk. O O O O 16. The dollar-weighted rate of return is considered better than the time- weighted rate of return for evaluating a manager's performance. 17. "Normal portfolios" are those without any specific style or customization 18. It is fair to say that the Sharpe S method reflects absolute performance. O O O O 19. A drawdown of 20% would be considered better than one of 15%. O O 20. Beta for the S&P 500 is closer to 1 than to 2. O O 8. According to Jensen, the stock is undervalued. O O 9. Fama's net selectivity for the stock about 10%. O O O O O O 15. It is fair to say that the Treynor measure ignores unsystematic risk. O O O O 16. The dollar-weighted rate of return is considered better than the time- weighted rate of return for evaluating a manager's performance. 17. "Normal portfolios" are those without any specific style or customization 18. It is fair to say that the Sharpe S method reflects absolute performance. O O O O 19. A drawdown of 20% would be considered better than one of 15%. O O 20. Beta for the S&P 500 is closer to 1 than to 2

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