The Sortino measure differs from the Sharpe ratio in that

	a.	it measures portfolio beta relative to the market index proxy.
	b.	it measures standard deviation of total portfolio return.
	c.	it measures the portfolio's average return in excess of a user-selected minimum acceptable return threshold.
	d.	higher values of the Sortino measure are not desirable, while higher values in the Sharpe ratio are desirable.
	e.	it measures the portfolio beta.