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Which of the following statements is correct? a. Choosing one out of many portfolios based on the best Sharpe ratios or Treynor ratios always lead
Which of the following statements is correct?
a.
Choosing one out of many portfolios based on the best Sharpe ratios or Treynor ratios always lead to the same investment decisions
b.
Choosing one out of many portfolios based on the highest Sharpe ratios or Jensens alphas always lead to the same investment decisions
c.
Choosing one out of many portfolios based on the best Sharpe ratios or M2 always lead to the same investment decisions
d.
Treynor ratio is the best measure when one evaluates the portfolio for inclusion in the passive benchmark portfolio
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