In computing portfolio performance, the Sharpe ratio uses_______, while the Treynor Index uses______ for the risk measure. (published CFP question, 1994)

1. Standard Deviation
2. Variance
3. Correlation coefficient
4. Coefficient of variation
5. Beta

a. (1);(3)

b. (5);(1)

c. (1); (5)

d. (1);(4)