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What assumption about risk-adjusted techniques for measuring performance poses a potential problem? Multiple Choice A. Returns are normally distributed B. Mean reversion C. Lognormal outcome

What assumption about risk-adjusted techniques for measuring performance poses a potential problem?

Multiple Choice

A. Returns are normally distributed

B. Mean reversion

C. Lognormal outcome of prices

D. Portfolio risk is constant over time

E. None of the options are correct.

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