Question: What is a concern when using either the Treynor measure or Jensen's alpha? A. It ignores market risk B. It penalizes a portfolio for being

What is a concern when using either the Treynor measure or Jensen's alpha?

A.

It ignores market risk
B.

It penalizes a portfolio for being undiversified
C.

It relies on beta which is estimated and can be calculated differently for the same stock
D.

It relies on self-reported returns

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