Consider a portfolio with an initial expected return, beta, and standard deviation. Improvement in which of the performance measures will improve value-at-risk to the extent that the potential loss will decrease?
I. Treynor ratio
II. Sharpe ratio
III. Jensen's alpha
A) II only
B) I and III only
C) I and II only
D) III only
E) I, II, and III

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The Answer of Consider a portfolio with an initial expected return, beta, and standard deviation. Improvement in which of the performance measures will improve value-at-risk to the extent that the potential loss will decrease?
I. Treynor ratio
II. Sharpe ratio
III. Jensen's alpha
A) II only
B) I and III only
C) I and II only
D) III only
E) I, II, and III

Consider a Portfolio with an Initial Expected Return, Beta, and Standard