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The Sharpe ratio

Options
A.measures the systematic (market) risk
B.measures the idiosyncratic (individual) stock risk
C.measures the marginal return for risk
D.measures the marginal propensity to consume
E.measures risk of a portfolio
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Question: The Sharpe ratio Question type: multiple_choice Answer options: - measures the systematic (market) risk - measures the idiosyncratic (individual) stock risk - measures the marginal return for risk - measures the marginal propensity to consume - measures risk of a portfolio Option 1: measures the systematic (market) risk. This is not what the Sharpe ratio measures. Systematic risk is typically associated with beta and market-related risk, where......Login to view full explanation

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