Which of the Following Performance Measures Requires a Correlation Coefficient

question 66

Multiple Choice

Which of the following performance measures requires a correlation coefficient to calculate the performance measure for a new portfolio of two or more assets?
I. Treynor ratio
II. Sharpe ratio
III. Jensen's alpha

• A) II only
• B) I and III only
• C) I and II only
• D) III only
• E) I, II, and III

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Definitions:

Interneurons

Neurons that transmit signals between other neurons, especially as part of reflexes or neural circuits.

Neurons

Specialized cells transmitting nerve impulses; the fundamental units of the brain and nervous system.

Stem Cells

Undifferentiated cells capable of giving rise to various other types of cells with specific functions.

Motor Neurons

Nerve cells that transmit signals from the brain and spinal cord to muscles, facilitating movement.