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Basic Question 3 of 11

Which statement is FALSE?

A. The greater the value of the Sharpe ratio, the more attractive the risk-adjusted returns.
B. The Sharpe, Sortino and Treynor ratios are measures of return per unit of risk.

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Edward Liu

Edward Liu

Learning Outcome Statements

describe the performance appraisal of alternative investments

CFA® 2024 Level I Curriculum, Volume 5, Module 2.