Multiple Choice
You are comparing three securities and discover they all have identical Treynor ratios. Given this information, which one of the following must be true regarding these three securities?
A) They have identical betas.
B) They have the same rates of return.
C) They earn identical rewards per unit of total risk.
D) They earn identical rewards per unit of systematic risk.
E) They have identical Sharpe ratios also.
Correct Answer:
Verified
Correct Answer:
Verified
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