The "Sharpe Performance Measure" (SHP)is

question 37

Multiple Choice

The "Sharpe performance measure" (SHP) is

• A)a "risk-adjusted" performance measure.
• B)the excess return (above and beyond the risk-free interest rate)per standard deviation risk.
• C)the sensitivity level of a national market to world market movements.
• D)a "risk-adjusted" performance measure,as well as the excess return (above and beyond the risk-free interest rate)per standard deviation risk.

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