The Sharpe measure uses ________ as the measure of risk and the Treynor measure uses ________ as the measure of risk.
A)standard deviation; variance
B)beta; variance
C)standard deviation; beta
D)beta; standard deviation

Question

Quizplus · Accepted Answer

The Sharpe measure uses standard deviation as the measure of risk, while the Treynor measure uses beta as the measure of risk.

The Sharpe Measure Uses ________ as the Measure of Risk