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.

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The quality of being genuine or true; often associated with the pursuit of actions or expressions that are consistent with one's true self or values.

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