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bklm1234 bklm1234
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A month ago
When applying the Sharpe ratio to assess portfolio management, which of the following statements is NOT true?

▸ The lower the Sharpe ratio value, then the risk-adjusted return is more favourable.

▸ The higher the Sharpe ratio value, then the risk-adjusted return is more favourable.

▸ The higher the Sharpe ratio value, then the risk-adjusted return is less favourable.

▸ The Sharpe ratio cannot be used to determine the performance of a portfolio.
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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greiner76greiner76
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A month ago
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bklm1234 Author
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Correct Slight Smile TY
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This helped my grade so much Perfect
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Thank you, thank you, thank you!
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