Question: The major difference between the Sharpe and Treynor performance indexes is that a . the Sharpe index uses standard deviation and the Treynor index uses
The major difference between the Sharpe and Treynor performance indexes is that
a the Sharpe index uses standard deviation and the Treynor index uses beta.
b the Treynor index uses standard deviation as a risk measure.
c they use different time periods.
d the Sharpe index uses beta as a risk measure.
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