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Consider the following information on a portfolio, the market, the threshold level, and the risk-free rate: Expected portfolio return 8.0% Expected market return 2.7% Expected

Consider the following information on a portfolio, the market, the threshold level, and the risk-free rate:

Expected portfolio return 8.0%
Expected market return 2.7%
Expected risk-free rate of return 1.6%
Required threshold return 1.9%
Standard deviation of the portfolio return 4.2%
Standard deviation of the market return 3.8%

What is the safety-first ratio for this portfolio?

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