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True False questions (answer with T/F) (a) A portfolio with higher Sortino ratio is preferred. (True False) (b) A portfolio with a large number of
True False questions (answer with T/F)
(a) A portfolio with higher Sortino ratio is preferred. (True False)
(b) A portfolio with a large number of stocks is preferred. (True False)
(c) A portfolio with high return will also have a high Sharpe ratio. (True False)
(d) A portfolio with high return will also have a high Sortino ratio. (True False)
(e) VaR >= ES (True False)
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