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Which of the following ratios is NOT required to calculate the Sortino ratio? O Average portfolio return Risk free rate of return O Minimum acceptable

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Which of the following ratios is NOT required to calculate the Sortino ratio? O Average portfolio return Risk free rate of return O Minimum acceptable return O Downside deviation Which of the following measures is the single best measure of risk adjusted returns? Sharpe Ratio O Sortino Ratio O Treynor Ratio O None of them If we require at least 6% return on our portfolio and managers' A long term Roy's safety first ratio is 0.56 while manager B's long term Roy's ratio is 0.34, which manager should we hire? O Either one is good because their ratios are above 0.3 O Manager A because her ratio is higher O Manager B because her ratio is smaller O Neither one because their ratios are below 1

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