An average return of portfolio divided by its coefficient of beta is classified as Options: A . &nbspSharpe's reward to variability ratio B . &nbsptreynor's reward to volatility ratio C . &nbspJensen's alpha D . &nbsptreynor's variance to volatility ratio

An average return of portfolio divided by its coefficient of beta is classified

Question

An average return of portfolio divided by its coefficient of beta is classified as

Options:

A . Sharpe's reward to variability ratio

B . treynor's reward to volatility ratio

C . Jensen's alpha

D . treynor's variance to volatility ratio

Answer: Option B
Answer: (b).treynor's reward to volatility ratio

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