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4. Calculate volatility (Required) % 2nd lower partial moment. (Required) Use the data given below. The 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
4. Calculate volatility (Required) \% 2nd lower partial moment. (Required) Use the data given below. The 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 the Sharpe ratio for question 4. The risk-free rate of return is 0% (Required) 4.2 MAR is the same as the target return. Calculate the Sortino ratio. (Required) 4.3 MAR is the same as the target return. Calculate the Gain Loss ratio. (Required) 4.4 Conditional VaR is known to be 5%, the expected rate of return is 6%, and the risk-free rate is 1%. Calculate the conditional Sharpe ratio. (Required)
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