Which of the following measures uses the standard deviation and evaluates portfolio performance on the basis of both return and diversification.
A) Jensen's alpha
B) Treynor measure
C) M2
D) Sharpe ratio
Correct Answer:
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Q1: Which of the following measures indicates the
Q2: Which index is most appropriate as a
Q3: The information ratio is calculated as the
Q4: The information in the following table
Q5: The Global Investment Performance Standards (GIPS) were
Q7: The information in the following table
Q8: Superior portfolio performance can result from:
A) the
Q9: The information in the following table
Q10: The information in the following table
Q11: The information in the following table
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