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PLEASE HELP!! e. Investors are all noise traders. answer the next 3 questions: Average portfolio return =3.2% Standard Deviation =12.11% Risk-free rate =1.5%. 38. Calculate
PLEASE HELP!!
e. Investors are all noise traders. answer the next 3 questions: Average portfolio return =3.2% Standard Deviation =12.11% Risk-free rate =1.5%. 38. Calculate the Downside standard deviation of returns for the portfolio. Use the average return as the benchmark. a. 5.633% b. 7.045% c. 6.901% d. 6.635% e. 9.013% 39. Calculate the Sortino ratio. a. 0.53 b. 0.14 c. 0.19 d. 0.45 e. 2.90 40. Calculate the Sharpe ratio. a. 0.53 b. 0.14 c. 0.19 d. 0.45 e. 2.90Step by Step Solution
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