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

question 34

Multiple Choice

The "Sharpe performance measure" (SHP) is

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

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