The Sharpe,Treynor,and Jensen Portfolio Performance Measures Are Derived from the CAPM

The Sharpe,Treynor,and Jensen portfolio performance measures are derived from the CAPM,

A) therefore,it does not matter which measure is used to evaluate a portfolio manager.
B) however,the Sharpe and Treynor measures use different risk measures,therefore the measures vary as to whether or not they are appropriate,depending on the investment scenario.
C) therefore,all measure the same attributes.
D) A and B.
E) none of the above.

Correct Answer:

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