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    Fundamentals of Investments
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    Exam 13: Performance Evaluation and Risk Management
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    The Performance Metric That Measures How Much a Portfolio "Beat
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The Performance Metric That Measures How Much a Portfolio "Beat

Question 28

Question 28

Multiple Choice

The performance metric that measures how much a portfolio "beat the market" is:


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

Correct Answer:

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