For a global investor and known beta which performance

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For a global investor and known beta, which performance measure: Sharpe, Treynor

If an investor is able to determine a global beta for his portfolio and holds a portfolio that is well-diversified with international investments, which performance measure is more appropriate, the Sharpe Measure or the Treynor Measure? Why? Explain each performance measure.

Reference no: EM13366164

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