Question: Note that some of the measures use returns, excess returns, or geometric exce a. Arithmetic average of monthly returns, and annualized arithmetic retu method b.

Note that some of the measures use returns, excess returns, or geometric exce a. Arithmetic average of monthly returns, and annualized arithmetic retu method b. Geometric average of monthly returns, and annualized geometric retur method c. Standard deviation of monthly returns, and annualized standard deviat d. Arithmetic average return in excess of the market ( ;-FM ) e. CAPM alpha (Jensen's alpha, of ) f. CAPM beta ( Pim ) R- from the CAPM regression h. Non-systematic (idiosyncratic) risk using the CAPM model (7:) i. M- measure j. Sharpe Ratio (monthly, not annualized) K. Treynor Measure I. Information ratio m. Morningstar risk-adjusted return (MRAR) with risk aversion of 2 ( y=

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