Which of the following refers to the Sharpe performance measure? It measures the sensitivity of a national market to world market movements. It shows an increase in the portfolio return at international level. It reflects the increase in the portfolio return at domestic-equivalent risk level. It estimates the excess return per standard deviation risk.

Which of the following refers to the Sharpe performance measure? It measures the sensitivity of a national market to world market movements. It shows an increase in the portfolio return at international level. It reflects the increase in the portfolio return at domestic-equivalent risk level. It estimates the excess return per standard deviation risk.

Financial Management: Theory & Practice

16th Edition

ISBN:9781337909730

Author:Brigham

Publisher:Brigham

Chapter25: Portfolio Theory And Asset Pricing Models

Section: Chapter Questions

Problem 4P

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