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

Question 65

Multiple Choice

The "Sharpe performance measure" (SHP) is


A) SHP = (RˉiRR) σi\frac { \left( \bar { R } i - R \mathcal { R } \right) } { \sigma _ { i } }
B) SHP = (RˉiRf) 2\frac{(\bar{R} i-\mathcal{R} f) }{2}
σi\sigma_{i}
C) SHP = Rˉi\bar { R }_ { i } - efe_ { f } + Rˉi\bar { R }_ { i } eie_ { i }
D) none of the options

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