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Basic Question 6 of 8

Which of the following measures are based on systematic risk?

I. Sharpe ratio
II. M-squared
III. Jensen's Alpha

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You have a wonderful website and definitely should take some credit for your members' outstanding grades.
Colin Sampaleanu

Colin Sampaleanu

Learning Outcome Statements

calculate and interpret the Sharpe ratio, Treynor ratio, M2, and Jensen's alpha

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