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The "Sharpe Performance Measure" (SHP)is
A) SHP=(RˉiRf)σi\mathrm { SHP } = \frac { \left( \bar { R } _ { i } - R _ { f } \right) } { \sigma _ { i } }

Question 1

Multiple Choice

The "Sharpe performance measure" (SHP) is


A) SHP=(RˉiRf) σi\mathrm { SHP } = \frac { \left( \bar { R } _ { i } - R _ { f } \right) } { \sigma _ { i } }
B) SHP=(RˉiRf) σi2\mathrm { SHP } = \frac { \left( \bar { R } _ { i } - R _ { f } \right) } { \sigma _ { i } ^ { 2 } }
C) SHP=Rˉief+Rˉief\mathrm { SHP } = \bar { R } _ { i } - e _ { f } + \bar { R } _ { i } e _ { f }
D) none of the above

Correct Answer:

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