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PORTFOLIO PERFORMANCE EVALUATION 4a Explain the conventional theory of performance evaluation and the difficulties with them. (5) 4b Explain the difference between dollar-weighted and time-weighted

PORTFOLIO PERFORMANCE EVALUATION

4a Explain the conventional theory of performance evaluation and the difficulties with them. (5)

4b Explain the difference between dollar-weighted and time-weighted returns. (5)

4c Briefly explain the following performance measure and their respective strengths (10)

Sharpe measure
Treynor measure
Jensens alpha
Information ratio
M² measure

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