Which one of the following statements is true?
Notation: Sharpe - Sharpe's reward-to-variability measure (RVAR)
Treynor - Treynor's reward-to-volatility measure (RVOL)
A) Treynor is based on total risk while Sharpe is based on systematic risk.
B) Sharpe is based on total risk while Treynor is based on systematic risk.
C) Sharpe is based on unsystematic risk while Treynor is based on systematic risk.
D) Treynor is based on total risk while Sharpe is based on unsystematic risk.
Correct Answer:
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A) from only
Q7: Select the correct statement about Sharpe's reward-to-variability
Q8: The following information is to be used
Q9: The following information is to be used
Q10: The following information is to be used
Q11: The following information is to be used
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