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Question
Which of the following should generally only be used to evaluate relatively diversified portfolios rather than individual securities?I. Sharpe ratio
II. Treynor ratio
III. Jensen's alpha
A. I only
B. II only
C. III only
D. I and II only
E. I, II, and III
Answer
This answer is hidden. It contains 16 characters.
Related questions
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Which one of the following statements regarding an original issue $25,000 GNMA bond is correct?
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Assume there are 475 million people in the United States, 175 million of which make up the labor force. If 16 million are unemployed, what is the unemployment rate?
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Assume the inflation rate in 2012 is 2.1 percent. If the nominal GDP grew 3.2 percent and nominal wages grew 2.6 percent, what are the approximate real growth rates of GDP and wages?
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Q:
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