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Question 873  Sharpe ratio, Treynor ratio, Jensens alpha, SML, CAPM

Which of the following statements is NOT correct? Fairly-priced assets should:



Question 920  SML, CAPM, Sharpe ratio, Treynor ratio, Jensens alpha, no explanation

Over-priced assets should NOT:



Question 922  Stutzer portfolio performance indicator, Sharpe ratio, no explanation

Stutzer’s Portfolio Performance Indicator (PPI) ranks portfolios similarly to what other performance metric, assuming that the portfolios’ continuously compounded returns (LGDR’s) are normally distributed?