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    Fundamentals of Investments
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    Exam 13: Performance Evaluation and Risk Management
  5. Question
    The Best Performance Measure Overall Is
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The Best Performance Measure Overall Is

Question 13

Question 13

Multiple Choice

The best performance measure overall is:


A) the Treynor ratio.
B) the raw return.
C) the Sharpe ratio.
D) Jensen's alpha.
E) There is no best performance measure in all situations.

Correct Answer:

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