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1. An analyst has compiled the following information on a portfolio: Sortino Ratio 0.82 Beta 1.15 Expected Return 12.2%
Posted: Wed Apr 06, 2022 9:04 am
by answerhappygod
- 1 An Analyst Has Compiled The Following Information On A Portfolio Sortino Ratio 0 82 Beta 1 15 Expected Return 12 2 1 (388.97 KiB) Viewed 37 times
1. An analyst has compiled the following information on a portfolio: Sortino Ratio 0.82 Beta 1.15 Expected Return 12.2% Standard Deviation | 11.9% Risk Free Rate 4.75% What is the semi-standard deviation (i.e., standard deviation of negative returns) of the portfolio return? A. 0.4% B. 8.2% C. 14.9% D. 9.09%