The Sharpe,Treynor,and Jensen Portfolio Performance Measures Are Derived from the CAPM

question 13

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)A and B.
• E)none of the above.

---

Definitions:

Executive Decisions

Executive decisions are high-level decisions made by the executive branch of an organization or government, involving policy-making or strategic direction.

Confirm Appointments

The process of officially validating or approving scheduled meetings, typically ensuring mutual agreement on the timing and agenda.

State Action

Activities or conduct carried out by government or its officials in the execution of laws and government policies.

Federal Government

The national government of a federal country, which holds the authority to govern matters that affect the entire nation, distinct from state or local governments.