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Portfolio Risk and Return: Part I

Quick practice

Question 1 of 5

Maurya wants to evaluate the performance of his portfolio manager. He wants to use a measure based on systematic risk that does not require a comparison to determine his returns. The tool must work in isolation. Which of the following measures is he most likely to use?

A

Treynor ratio.

B

Jensen’s alpha

C

M-squared.

D

NA

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