Which of the Following Performance Measures Is the Most Rigorous

question 104

Multiple Choice

Which of the following performance measures is the most rigorous risk-adjustment process separating systematic and unsystematic risk?

• A) Treynor ratio
• B) Sharpe ratio
• C) Jensen's Alpha
• D) Information ratio
• E) Sortino ratio

---

Definitions:

Ethical Principles

Fundamental guidelines that dictate behavior and actions within a society or profession, promoting integrity and fairness.

Unethical Behavior

Actions that are morally wrong or violate the accepted standards of conduct within a given profession or context.

Digital Divide

The gap between demographics and regions that have access to modern information and communications technology, and those that don't or have limited access.

Computer Forensics

The application of investigation and analysis techniques to gather and preserve evidence from a particular computing device in a way that is suitable for presentation in a court of law.