Multiple Choice
Which of the following is not true about the Sharpe ratio?
A) An estimate for the beta of the portfolio is not required.
B) It penalizes a portfolio that is not diversified.
C) It allows us to find the best portfolio on the efficient frontier.
D) It is useful for measuring the performance of an individual asset.
E) All of the above are true about the Sharpe ratio.
Correct Answer:
Verified
Correct Answer:
Verified
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