Question
What is 'Dovish' monetary policy? Perform external research a)The expansion of the money supply. b)The quarantine of high default probability MBS's from the open market.
What is 'Dovish' monetary policy?
Perform external research
a)The expansion of the money supply.
b)The quarantine of high default probability MBS's from the open market.
c)FED operations to increase inter-bank liquidity to drive down interest rates.
d)The monetization of extreme debt burdens.
e)The printing of dollars with images of doves on them.
d)All the above.
f)Selections A to D
Why is the Sortino Ratio considered "better" than Sharpe Ratio
Omega Ratio is better.
a)It doesn't punish upside volatility.
b)They are the same thing.
c)The denominator for Sharpe ratio uses downside volatility.
d)Sharpe ratio rewards upside volatility.
What is the difference between the sortino and the omega ratio?
a)Omega uses standard deviation of negative returns for the denominator and sortino uses standard deviation of total returns in the denominator.
b)Omega uses a probability density function of negative returns for the denominator and sortino uses downside deviation for the denominator.
c)Omega uses semivariance for the denominator and sortino uses semivariance in the numerator.
d)There is no difference, they both use the accumulated variability of returns to make a judgement on portfolio efficiency.
f)Omega uses semivariance for the denominator and sortino uses the probability density function of negative returns in the denominator.
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started