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26. It is possible that the Sharpe ratio of portfolio Q is greater than the Sharpe ratio of portfolio P even if the alpha of

26. It is possible that the Sharpe ratio of portfolio Q is greater than the Sharpe ratio of portfolio P even if the alpha of portfolio P is greater than the alpha of portfolio Q.

Hint: SP=PRM/P+P/P

A. True

B. False

27. It is possible that the Treynor measure of portfolio Q is greater than the Treynor measure of portfolio P even if the alpha of portfolio P is greater than the alpha of portfolio Q.

Hint: TP=RM+P/P

A. True

B. False

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