A Disadvantage of the Treynor and Sharpe Measures Is That

question 39

Multiple Choice

A disadvantage of the Treynor and Sharpe measures is that

• A) They produce absolute performance rankings.
• B) The beta and standard deviation are static.
• C) They are both difficult to compute.
• D) They produce relative performance rankings.
• E) They give very different measurements for well-diversified portfolios.

---

Definitions:

Racial Groups

Categories of humans based on shared physical or social qualities into groups generally viewed as distinct within a given society.

Cooperation

The process of working together towards a common goal, emphasizing collaboration and mutual assistance.

Frozen in Time

A phrase describing something that appears to be unchanged or preserved exactly as it was at a particular moment in the past.

Native Americans

Indigenous peoples of the United States, including those who were living in the land that is now the U.S. before European colonization.