Which one of the following mcasures retuns in relation to tocal risi A. Treynor ratio B. Sharpe ratio C. Jensen's alpha D. Value at Risk E beta You are comparing three securities and discever they all have identical Treynoe naios Given this information, which one of the Sollowing must be true regarding these three securities? A They have identical betas B. They have the same rates of ream C. They ears idestical rewards per unit of sotal risk D. They earm identical rewards per unit of systematic risk E. They have identical Sharpe ration also. You are considering the purchase of a mutual fard. You have found er fab your bed Each fund has a different alpha Which alpha indicates the peefemed investment A, the most negative alpha the learst negacive alpha C. the zeso alpha D. the lowest positive alpha E the bighest positive alpha . A Sharpe-optimal portfolio provides which one of the following foe a given sat of securities? A. Jensens Alpha B. highest possible level of ris C. highest level of resurn for a markst-eqaivalent level of risk D. highest excess return per unit of systematic rik E highest risk peemium per unit of sctal risk 10. A portfolio has a standard deviation of 158 percent and an average rurn o 14.2 percest What less is associsted with a 2 5 percent peobabilay in the nest year? Prob RSER, T-2326