The Sharpe, Treynor, and Jensen Portfolio Performance Measures Are Derived

question 28

Multiple Choice

The Sharpe, Treynor, and Jensen portfolio performance measures are derived from the CAPM,

• A)therefore, it does not matter which measure is used to evaluate a portfolio manager.
• B)however, the Sharpe and Treynor measures use different risk measures.Therefore, the measures vary as to whether or not they are appropriate, depending on the investment scenario.
• C)therefore, all measure the same attributes.
• D)therefore, it does not matter which measure is used to evaluate a portfolio manager.However, the Sharpe and Treynor measures use different risk measures, so therefore, the measures vary as to whether or not they are appropriate, depending on the investment scenario.

---

Definitions:

Racial Gaps

Disparities across different races in various aspects such as education, income, health, and more, often resulting from systemic inequality.

Test Scores

Numeric or qualitative measurements that result from standardized examinations or assessments, reflecting an individual's performance.

Environmental Factors

encompass all the external conditions and influences affecting the life and development of an organism, including natural and man-made components.

Extra Chromosome

A condition in which an individual has more chromosomes than the normal set, resulting in genetic disorders or variations.