1. Suppose, your expected return on a portfolio is 12%, the risk free rate is 6%, the standard deviation is 18%, beta is 1.2, and the minimum acceptable rate of return is 4%. What is the Sortino Ratio?

a) 0.44

b) 0.89

c) 6.67

d) cannot be determined

2. Suppose, your expected return on a portfolio is 12%, the risk free rate is 6%, the standard deviation is 18%, beta is 1.2, and the minimum acceptable rate of return is 4%. What is the Roy's Safety First Ratio?

a) 6.67

b) 0.44

c) 5

d) 0.33