alpha quiz earned, market, 2011

Palantir

If a portfolio had an alpha of negative10 bps, then the portfolio:

A) earned 10 bps less than the market.

B) had less risk than the market.

C) earned 10 bps less than the market on a risk-adjusted basis.



Edited 1 time(s). Last edit at Tuesday, May 24, 2011 at 04:05PM by june2009.