Question: In computing portfolio performance, the Sharpe index uses , while the Treynor index uses for the risk measure. a. standard deviation; correlation coefficient. b. beta;

In computing portfolio performance, the Sharpe index uses , while the Treynor index uses for the risk measure.

a. standard deviation; correlation coefficient.

b. beta; standard deviation.

c. standard deviation; beta.

d. standard deviation; coefficient of variation.

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