The ___ ratio is a measure of risk-adjusted performance that uses a benchmark based on the ex-post security market line.
A) reward-to-volatility
B) M-squared
C) market timing
D) Sharpe

Question

Quizplus · Accepted Answer

The Sharpe ratio is a measure of risk-adjusted performance that uses a benchmark based on the ex-post security market line, comparing the excess return of an investment to its standard deviation of returns.

The ___ Ratio Is a Measure of Risk-Adjusted Performance That