Consider the Sharpe and Treynor performance measures.When a pension fund is large and well diversified in total and it has many managers,the __________ measure is better for evaluating individual managers while the __________ measure is better for evaluating the manager of a small fund with only one manager responsible for all investments that may not be fully diversified.
A) Sharpe; Sharpe
B) Sharpe; Treynor
C) Treynor; Sharpe
D) Treynor; Treynor
Correct Answer:
Verified
Q2: The comparison universe is _.
A) the bogey
Q3: The risk free rate, average returns, standard
Q4: In a particular year, Salmon Arm Mutual
Q5: The average returns, standard deviations and betas
Q6: The average returns, standard deviations and betas
Q7: Most professionally managed equity funds _.
A) outperform
Q8: A managed portfolio has a standard deviation
Q9: Your return will generally be higher using
Q10: Which one of the following performance measures
Q11: The risk free rate, average returns, standard
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents