The Sharpe performance measure will tend to rank an undiversified portfolio lower than the Treynor performance measure.
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Q40: CFA Institute standards require that convertible bonds
Q41: A portfolio manager's annual return of 20%
Q42: The geometric average rate of return after
Q43: The total return performance measure does not
Q44: The Sharpe measure of single stock performance
Q46: The Jensen performance measure utilizes the CAPM.
Q47: Positive Jensen alpha is associated with better
Q48: The Capital Market Line measures the risk/return
Q49: Sharp performance measures of a stock will
Q50: The CFA Institute total return includes unrealized
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