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Basic Question 0 of 5
Which statement is false regarding Sharpe ratio?
B. Sharpe ratio cannot be applied to assets with negative beta.
C. If the investor does not have any other assets than the portfolio, then the use of total risk is appropriate in the Sharpe ratio.
A. Sharpe ratio can be used to rank portfolios.
B. Sharpe ratio cannot be applied to assets with negative beta.
C. If the investor does not have any other assets than the portfolio, then the use of total risk is appropriate in the Sharpe ratio.
User Contributed Comments 2
| User | Comment |
|---|---|
| michlam14 | treynor ratio cannot be applied to assets with neg beta |
| chcarnes | Sharpe uses standard deviation |
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Andrea Schildbach
Learning Outcome Statements
describe functions and objectives of the international organizations that facilitate trade, including the World Bank, the International Monetary Fund, and the World Trade Organization
CFA® 2025 Level I Curriculum, Volume 1, Module 5.