Question: Dividing the excess return above the risk - free rate by the variance rather than the standard deviation is a sensible risk measure, and it

Dividing the excess return above the risk

-

free rate by the variance rather than the standard deviation is a sensible risk measure, and it has the advantage that this quantity is independent of the frequency at which risk and return are measured, i

.

.,

daily vs

.

yearly returns. using only modern portfolio theory discuss whether this statement is true or false

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