The Information ratio of a portfolio is best described as the portfolio's: 32 Multiple Choice 00:55:14 alpha divided by its beta. excess return divided by its beta. alpha divided by its tracking error. Thing excess return divided by its tracking error. excess return divided by its standard deviation. Which of the following is most likely to have the smallest amount of unsystematic risk? A portfolio that consists of 30 Multiple Choice O stocks that comprise the Dow Jones Industrial Average, DJIA. large cap. stocks selected from stocks that comprise the Dow Jones Industrial Average, DJIA. stocks randomly selected from securities traded on the New York Stock Exchange, NYSE. large cap. stocks selected from securities traded on the New York Stock Exchange, NYSE technology stocks selected from securities traded on the New York Stock Exchange, NYSE. Which of the following is a relative measure of co-movement? Multiple Choice O Variance Kurtosis O Covarlance O Correlation coefficient Coefficient of variation Which of the following is an absolute measure of total risk? Multiple Choice Variance Kurtosis Covariance Correlation coefficient O coefficient of variation