问题如下图:
选项:
A.
B.
C.
解释:
Jenson's α在这里是什么意思?
NO.PZ2015121801000112问题如下The intercept of the best fit line formeplotting the excess returns of a manager’s portfolio on the excess returns of the market is best scribeJensen’s:A.beta.B.ratio.C.alpha.is correct.This is because of the plot of the excess return of the security on the excess return of the market. In sua graph, Jensen’s alpha is the intercept anthe beta is the slope.老师可以下题目含义吗?
没有读懂题目和答案,哪个知识点?请把这道题讲一下吧