Treynor Ratio and Sharpe Ratio higher, return, achieved, positive, 2011

krause2

If portfolio A has a higher Sharpe Ratio but a lower Treynor ratio than portfolio B, then

1) Portfolio A has a higher systematic risk: true or false

2) Portfolio A is more diversified: true or false

3) Portfolio A has achieved a positive return for taking more risk: true or false



Edited 1 time(s). Last edit at Thursday, May 19, 2011 at 11:22PM by deriv108.