In calculating the Treynor and Sharpe measures for a given portfolio, otherthings constant, lowering unsystematic risk will most likely:A. increase both the Treynor measure and Sharpe measures.B....

In calculating the Treynor and Sharpe measures for a given portfolio, otherthings constant, lowering unsystematic risk will most likely:A. increase both the Treynor measure and Sharpe measures.B. increase the Treynor measure but not the Sharpe measure.C. increase the Sharpe measure but not the Treynor measure.
A standard deviation measure appears in:A. the Sharpe measure but not the information ratio.B. the information ratio but not the Sharpe measure.C. both the information ratio and the Sharpe measure.
An analyst examines a quality control chart that depicts a manager's value-added return. The manager's value-added return is plotted on the vertical axis overtime, which is on the horizontal axis. Above and below the horizontal axis are two confidence interval bounds. The analyst will say that the manager has added significant value when the plot of the manager's performance is:A. above zero only.B . below zero and below the lower bound of the 9 5 o/o confidence interval.C. above zero and above the upper bound of the 95o/o confidence interval.