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    Fundamentals of Investments
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    Exam 13: Performance Evaluation and Risk Management
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    Which Metric Measures How Volatile a Fund's Returns Are Relative
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Which Metric Measures How Volatile a Fund's Returns Are Relative

Question 95

Question 95

Multiple Choice

Which metric measures how volatile a fund's returns are relative to its benchmark?


A) Jensen's alpha
B) Information ratio
C) Tracking error
D) Sharpe ratio
E) Treynor ratio

Correct Answer:

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