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Which of the following statements are not accurate regarding the Sortino ratio? I. a lower Sortino ratio indicates a more favorable risk/return relationship II. is
Which of the following statements are not accurate regarding the Sortino ratio?
I. a lower Sortino ratio indicates a more favorable risk/return relationship
II. is most useful when comparing to the same ratio of comparable funds or a benchmark
III. uses semi-standard deviation to measure downside risk
IV. best used for investors with well diversified portfolios
I and II only
II and III only
III and IV only
IV and I only
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