Multiple Choice
Which of the following is a FALSE statement about the Sharpe ratio?
A) It is used to assess the performance of portfolios.
B) It describes how well an asset's return compensates investors for the risk taken.
C) It is the slope of the CML when the portfolio is not the market portfolio.
D) It is a "risk-adjusted" measure of portfolio performance.
Correct Answer:
Verified
Correct Answer:
Verified
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