The risk-adjusted performance of a single security should be measured using
A) the Sharpe measure.
B) the Treynor measure.
C) the harmonic mean return.
D) the arithmetic mean return.

Question

Quizplus · Accepted Answer

The Treynor measure is used to evaluate the risk-adjusted performance of a single security by considering its systematic risk, as it uses beta in its calculation.

The Risk-Adjusted Performance of a Single Security Should Be Measured