In computing portfolio performance, the Sharpe index uses , while the Treynor index uses for the risk
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In computing portfolio performance, the Sharpe index uses , while the Treynor index uses for the risk measure.
a. standard deviation; correlation coefficient.
b. beta; standard deviation.
c. standard deviation; beta.
d. standard deviation; coefficient of variation.
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Related Book For
Fundamentals Of Financial Planning
ISBN: 9781936602094
3rd Edition
Authors: Michael A Dalton, Joseph Gillice
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