Which of the following performance measures is consistent with the CAPM? A. M-squared. B. Sharpe ratio. C.

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Which of the following performance measures is consistent with the CAPM?

A. M-squared.

B. Sharpe ratio.

C. Jensen’s alpha.

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Investments Principles Of Portfolio And Equity Analysis

ISBN: 9780470915806

1st Edition

Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard

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Question Posted: Mar 22, 2024 12:00 AM

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Which of the following performance measures is consistent with the CAPM? A. M-squared. B. Sharpe ratio. C.

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C is correct Jensens a...View the full answer

Investments Principles Of Portfolio And Equity Analysis

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