Question: Treynor and alpha differ from Sharpe in that A) Treynor and alpha use beta as the measure of risk, while Sharpe uses standard deviation. B)
Treynor and alpha differ from Sharpe in that
A)
Treynor and alpha use beta as the measure of risk, while Sharpe uses standard deviation.
B)
Sharpe uses beta as the measure of risk, while Treynor and alpha use standard deviation.
C)
Treynor and alpha do not differ from Sharpe in how they measure risk.
D)
Treynor and alpha are both absolute performance measurements, while Sharpe is a relative performance measurement model.
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