The denominator of the Treynor performance measure is
A) sigma.
B) delta.
C) the variance.
D) beta.

Name: The denominator of the Treynor performance measure is A) sigma. B) delta. C) the variance. D) beta.
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Quizplus · Accepted Answer

The Treynor performance measure uses beta in the denominator. Beta measures a portfolio's volatility relative to the market, making it a key component in assessing risk-adjusted returns in the Treynor ratio.

The Denominator of the Treynor Performance Measure Is