Which of the following statements are true? A. The lower the M-squared the better. B. The higher the T-squared the better. C. The lower the Sharpe ratio the better. D. The higher the Jensen's alpha...



Which of the following statements are true?


A. The lower the M-squared the better.


B. The higher the T-squared the better.


C. The lower the Sharpe ratio the better.


D. The higher the Jensen's alpha the better.


E. The higher the Treynor ratio the better.




Group of answer choices


A, B, and D



A, B, and C



D and E



B, C, and D



B, D, and E




Jun 09, 2022
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