For a poorly diversified portfolio the appropriate measure of portfolio performance would be
A) The Treynor measure because it evaluates portfolio performance on the basis of return and diversification.
B) The Sharpe measure because it evaluates portfolio performance on the basis of return and diversification.
C) The Treynor measure because it uses standard deviation as the risk measure.
D) The Sharpe measure because it uses beta as the risk measure.
E) None of the above.
Correct Answer:
Verified
Q50: Excess return portfolio performance measures
A) Adjust portfolio
Q51: Which of the following statements about returns-based
Q51: Which portfolio measurement uses the mean excess
Q52: The cost of active management is the
Q53: In the Grinblatt-Titman (GT)performance measure,
A) Portfolio performance
Q54: In the evaluation of bond portfolio performance,the
Q56: A more recent adjustment to the Sharpe
Q57: Components of overall portfolio performance include
A) Selectivity.
B)
Q58: Relative return portfolio performance measures
A) Adjust portfolio
Q59: The Sortino measure differs from the Sharpe
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