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

question 49

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.
• E) None of the options are correct.

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Advantageous

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Fundamental beliefs or guiding principles that dictate behavior and action within an organization or individual.

Servant Leadership

A leadership philosophy that emphasizes the leader's role as serving the needs of others, focusing on their growth and well-being.

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