American_Bankers_Association
CTFA · Question #87
A measure of "risk per unit of expected return."
The correct answer is B. Coefficient of variation. See the full explanation below for the reasoning.
Investment Management
Question
A measure of "risk per unit of expected return."
Options
- AStandard deviation
- BCoefficient of variation
- CCorrelation coefficient
- DBeta
How the community answered
(38 responses)- A5% (2)
- B76% (29)
- C8% (3)
- D11% (4)
Topics
#coefficient of variation#risk per unit return#risk measures#portfolio statistics
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