In the Treynor-Black model

Question

TuteeHUB · Accepted Answer

Portfolio weight are not sensitive to large alpha values which can lead to infeasible long or short position for many portfolio managers.

TuteeHUB · Answer

Portfolio weight are sensitive to large alpha values which can lead to infeasible long or short position for many portfolio managers.

TuteeHUB · Answer

Portfolio weight are sensitive to large alpha values which can lead to the optimal portfolio for most portfolio managers.

TuteeHUB · Answer

Portfolio weight are not sensitive to large alpha values which can lead to the optimal portfolio for most portfolio managers.

1.	In the Treynor-Black model
A.	Portfolio weight are sensitive to large alpha values which can lead to infeasible long or short position for many portfolio managers.
B.	Portfolio weight are not sensitive to large alpha values which can lead to infeasible long or short position for many portfolio managers.
C.	Portfolio weight are sensitive to large alpha values which can lead to the optimal portfolio for most portfolio managers.
D.	Portfolio weight are not sensitive to large alpha values which can lead to the optimal portfolio for most portfolio managers.
Answer» B. Portfolio weight are not sensitive to large alpha values which can lead to infeasible long or short position for many portfolio managers.

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