The following (2) questions are based on the following data:

Year	Rp	Rm	Rf
2000	18.1832	-24.9088	5.112
2001	-3.454	-15.1017	5.051
2002	47.5573	20.784	3.816
2003	28.7035	9.4163	4.2455
2004	29.8613	8.7169	4.2182
2005	11.2167	16.3272	4.3911
2006	32.2799	14.5445	4.7022
2007	-41.0392	-36.0483	4.0232
2008	17.6082	9.7932	2.2123
2009	14.1058	16.5089	3.8368
2010	16.1978	8.0818	3.2935
2011	11.558	15.1984	1.8762
2012	42.993	27.1685	1.7574
2013	18.8682	17.2589	3.0282
2014	-1.4678	5.1932	2.1712
2015	9.2757	4.4993	2.2694
2016	8.5985	23.624	2.4443

When performing calculations in the following problems, use the numbers in the table as-is. I.e., do NOT convert 8.5985 to 8.5985% (or 0.085985). Just use plain 8.5985.

5. What is the Sharpe Ratio of the portfolio using the following equation:

Sharpe Ratio = - Following Equation (22-10) of the Jones (2015) book, compute the Sortino Ratio of the portfolio using a minimal acceptable return of RMA = 3. To calculate DD: 1. Compute Rp RMA each year. 2.n= number of years Rp RMA