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    Fundamentals of Investments
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    Exam 13: Performance Evaluation and Risk Management
  5. Question
    In an Efficient Market, Which of the Following Will Be
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In an Efficient Market, Which of the Following Will Be

Question 12

Question 12

Multiple Choice

In an efficient market, which of the following will be the same for every asset?
I. Treynor ratio
II. Sharpe ratio
III. Jensen's alpha


A) II only
B) I and III only
C) II and III only
D) I only
E) I, II, and III

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