Which of the following statements is/are correct? O a. All are correct Ob M-squared provides different ranking than Shar
Posted: Mon Jan 17, 2022 8:08 am
Which of the following statements is/are correct? O a. All are correct Ob M-squared provides different ranking than Sharpe ratio c. It is impossible for a positive alpha to be associated with interior performance. d. positive alpha is not a sufficient condition for a managed portfolio to offer a higher Sharpe measure than the passive benchmark