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Considering 3 measures of risk performance-alpha, the Treynor Indes, and the Sharpe ratio, all three were developed within the context of the simple CAPM and

Considering 3 measures of risk performance-alpha, the Treynor Indes, and the Sharpe ratio, all three were developed within the context of the simple CAPM and its restrictive assumptions.

In ranking portfolio performance, can the Sharpe ratio be liberated from the CAPM assumptions? If so, how? If not, why not?

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