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The ________ is equal to the square root of the systematic variance divided by the total variance.

A. Covariance
B. Correlation coefficient
C. Standard deviation
D. Reward-to-variability ratio
E. Regression coefficien

User Thew
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Answer:

Step-by-step explanation:

The correct answer is D. Reward-to-variability ratio.

The reward-to-variability ratio is a measure of risk-adjusted performance that compares the expected return of an investment to the amount of volatility or risk associated with that return. It is calculated by dividing the square root of the systematic variance (which measures the risk due to the overall market) by the total variance (which measures the total risk of an investment).

User Elmehdi
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