A more recent adjustment to the Sharpe measurement for portfolio evaluation is
A) to divide the portfolio risk premium by total risk rather than the portfolio's beta.
B) to divide the portfolio risk premium by standard deviation rather than the portfolio's beta.
C) to divide the portfolio risk premium by the excess portfolio return rather than total risk.
D) to divide the excess portfolio return by the portfolio's standard deviation.
E) to divide the excess portfolio return by the portfolio's beta.

Question

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The Answer of A more recent adjustment to the Sharpe measurement for portfolio evaluation is
A) to divide the portfolio risk premium by total risk rather than the portfolio's beta.
B) to divide the portfolio risk premium by standard deviation rather than the portfolio's beta.
C) to divide the portfolio risk premium by the excess portfolio return rather than total risk.
D) to divide the excess portfolio return by the portfolio's standard deviation.
E) to divide the excess portfolio return by the portfolio's beta.

A More Recent Adjustment to the Sharpe Measurement for Portfolio