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Basic Question 7 of 11

Which ratio is the most suitable if an analyst wants to consider how an alternative investment correlates with traditional assets in a portfolio?

A. Sharpe ratio
B. Sortino ratio
C. Treynor ratio

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I was very pleased with your notes and question bank. I especially like the mock exams because it helped to pull everything together.
Martin Rockenfeldt

Martin Rockenfeldt

Learning Outcome Statements

describe the performance appraisal of alternative investments

CFA® 2025 Level I Curriculum, Volume 5, Module 2.