Question: Information ratio portfolio performance measures a. indicate historic average differential return per unit of historic variability of differential return. b. compare portfolio returns to expected

Information ratio portfolio performance measures

a. indicate historic average differential return per unit of historic variability of differential return.
b. compare portfolio returns to expected returns under CAPM.
c. evaluate portfolio performance on the basis of return per unit of risk.
d. adjust portfolio risk to match benchmark risk.
e. the average market beta per unit of risk.

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