Ob M Question 19 Sharpe and Treynor measures provide similar performance rakings when the retrun distribution is symmetric. True False Question 23 The correlation of a well-diversified portfolio with a stock market index is O a. less than one because it has only undiversifiable risk Ob.equal to zero because it has only undiversifiable risk. O.c. less than zero because it has only undiversifiable risk. d. equal to one because it has only undiversifiable risk e. less than one because it has only diversifiable risk