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

question 7

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

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Definitions:

Per Se

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