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Sharpe's Measure, Treynor's Measure, and Jensen's Measure All Focus on Non-Diversifiable

question 72

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Sharpe's measure, Treynor's measure, and Jensen's measure all focus on non-diversifiable risk.

Recognize how sample size affects the standard error of the mean.
Calculate the standard error of the mean from given data.
Understand the relationship between degrees of freedom and sample size.
Determine the appropriate decision based on the t-statistic and alpha level.

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