Multiple Choice
Which of the following performance measures requires a correlation coefficient to calculate the performance measure for a new portfolio of two or more assets?
I. Treynor ratio
II. Sharpe ratio
III. Jensen's alpha
A) II only
B) I and III only
C) I and II only
D) III only
E) I, II, and III
Correct Answer:
Verified
Correct Answer:
Verified
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