📈 CFA Exam Prep

The Treynor ratio differs from the Sharpe ratio by using:

A Standard deviation
B Beta (systematic risk) instead of total risk in the denominator
C Variance
D Alpha

✓ Correct Answer: Option B

Treynor ratio = (Rp − Rf) / βp. It measures return per unit of systematic risk, unlike Sharpe which uses total risk.

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