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Consider the Sharpe and Treynor Performance Measures

Question 20

Multiple Choice

Consider the Sharpe and Treynor performance measures.When a pension fund is large
And has many managers,the __________ measure is better for evaluating individual managers while the __________ measure is better for evaluating the manager of a small fund with only one manager responsible for all investments.


A) Sharpe,Sharpe
B) Sharpe,Treynor
C) Treynor,Sharpe
D) Treynor,Treynor

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