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Assume that you are only concerned with systematic risk. Which of the following would be the best measure to use to rank order funds with

Assume that you are only concerned with systematic risk. Which of the following would be the best measure to use to rank order funds with different betas based on their risk-return relationship with the market portfolio? (a) Sharpe ratio (b) Jensens alpha (c) Treynor ratio (d) Sortino ratio

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