Multiple Choice
Select the CORRECT statement about the reward-to-variability ratio (RVAR) .
A) RVAR is an absolute measure of performance.
B) RVAR measures the slope of the line from RF to the portfolio being evaluated.
C) The closer the RVAR to 0.0,the better is the performance.
D) RVAR does not take into account how well diversified a portfolio was.
Correct Answer:
Verified
Correct Answer:
Verified
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