QUESTIONS 115 THROUGH 120 RELATE TO PORTFOLIO MANAGEMENT.

119. - MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM MORNING 2013
MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM MORNING 2013

119. Which of the following performance measures most likely relies on systematic risk as opposed

to total risk when calculating risk-adjusted return?

A. M-squared

B. Sharpe ratio

C. Treynor ratio