Select the CORRECT Statement About the Reward-To-Variability Ratio (RVAR)

question 20

Multiple Choice

Select the CORRECT statement about the reward-to-variability ratio (RVAR) .

• A)RVAR is an absolute measure of performance.
• B)RVAR measures the slope of the line from RF to the portfolio being evaluated.
• C)The closer the RVAR to 0.0,the better is the performance.
• D)RVAR does not take into account how well diversified a portfolio was.

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