Question: The correct statement about portfolio performance measurement includes: a-Sharpe ratio is always a better measure than Treynors ratio when measuring portfolio performance. b-M2 is always

The correct statement about portfolio performance measurement includes:

a-Sharpe ratio is always a better measure than Treynors ratio when measuring portfolio performance.

b-M2 is always a better measure than Jensens alpha when measuring portfolio performance.

c-Standard deviation is a measure of systematic risk or market risk. Every financial asset including portfolios must have a beta.

d-Sometimes we can have inconsistent rankings when we use Sharpe ratio and Treynor ratio to measure portfolios performance. The reason is that these two ratios use different measure for risk.

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