The Sharpe,Treynor,and Jensen portfolio performance measures are derived from the CAPM,
A) therefore,it does not matter which measure is used to evaluate a portfolio manager.
B) however,the Sharpe and Treynor measures used different risk measures,therefore the measures vary as to whether or not they are appropriate,depending on the investment scenario.
C) therefore,all measure the same portfolio attributes.
D) a and b.
E) none of these.
Correct Answer:
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