4. Calculate volatility and lower partial moment using the data below. ( , )

Target return is 0%

rate of return : 8,3%, 6.8%, -2.4%, 12,5%, 13.2%, -0.2%, -1.3%, 10.8%, 12.5%, 9.3%

4-1. Calculate Sharpe ratio for the question 4. Risk free rate of return is 0% ( )

4-2. MAR is the same as target return, Calculate Sortino ratio ( )

4-3. MAR is the same as target return, Calculate Gain Loss ratio ( )

4-4. Conditional VaR is known to be 5%, expected rate of return is 6% and risk free rate is 1% calculate conditional sharpe ratio ( )