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    Exam 20: Performance Evaluation of Managed Funds
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    The Major Criticism of the Sharpe Index Is That It
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The Major Criticism of the Sharpe Index Is That It

Question 22

Question 22

Multiple Choice

The major criticism of the Sharpe index is that it relies on:


A) the CML
B) the risk premium per unit
C) an efficiency measure
D) standard deviation

Correct Answer:

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