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    Fundamentals of Investments
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    Exam 13: Performance Evaluation and Risk Management
  5. Question
    Which of the Following Performance Measures Is the Least Useful
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Which of the Following Performance Measures Is the Least Useful

Question 27

Question 27

Multiple Choice

Which of the following performance measures is the least useful measure of performance?


A) Treynor ratio.
B) Raw return.
C) Jensen-Treynor alpha.
D) Jensen's alpha.
E) Sharpe ratio.

Correct Answer:

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