Consider the monthly returns on a portfolio as shown in Exhibit 11: 1. Calculate the target downside

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Consider the monthly returns on a portfolio as shown in Exhibit 11: 

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1. Calculate the target downside deviation when the target return is 3 percent. 

2. If the target return were 4 percent, would your answer be different from that for question 1? Without using calculations, explain how would it be different? 

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