Assuming the sortino ratio is a superior method of classifying asset efficiency, which two measurements should be used in modern portfolio theory instead (a.k.a. Postmodern portfolio theory)

A: Expected return & Downside deviation

B: Expected return & Probability density of negative returns C:Expected return & Standard deviation

D:Expected return & Standard density of millivariance

2: Assuming the omega ratio is a superior method of classifying asset efficiency relative to the sortino ratio, which two measurements should ACTUALLY be used in modern portfolio theory?

A:Expected return & Standard density of millivariance

B: Expected return & Standard deviation

C: Probability density of positive returns & Probability density of negative returns

D: Expected return & Semivariance

3: Which one of these "assets" is tangent to the efficient frontier? (Original vanilla MPT)

A: Sharpe: 2. Omega 4. B: Sharpe: 1.9.

Omega 8. C: Sharpe: 2.2. Omega 5. D:

Sharpe: 1.3. Omega 8.1.