Which one of these "assets" is tangent to the efficient frontier? (Original vanilla MPT)

No calculations necessary.

Sharpe: 2.2. Omega 5.

Sharpe: 2. Omega 4.

Sharpe: 1.9. Omega 8.

Sharpe: 1.3. Omega 8.1.

A secret service courier carrying a briefcase with the codes to the USA's nuclear defense system has a mean delivery time of 1.3 hours with a standard deviation of 20 minutes. What is the probability you'll get your hands on the nuclear defense codes before North Korea launch a ICBM attack on the USA in 68 minutes.

Hint: Think back to your stats lessons

2.28%

15.87%

68.27%

34.13%

97.72%

30.85%

69.15%

84.13%

Open Tradingview and load up the default TV 'Supertrend Strategy ' from the indicators menu. Chart: INDEX:BTCUSD Properties: 1k$ capital, 100% equity, 0 pyramiding, 0 slippage. Using the replay function, cut the timeseries at 29/5/2022. What is the sortino ratio of the strategy backtest?

3.88

2.53

1.85

2.91

0.45

1.81

Continuation of previous question: What is the profitability percentage of the long-only trades?

71.2%

83.2%

51.2%

31.4%

65.8%

19.4%

Modern portfolio theory uses which two measurements to classify the efficiency of assets.

Expected return & Standard deviation

Expected return & Standard density of millivariance

Expected return & Semivariance

Expected return & Probability density of negative returns

Is the following indicator trend following, or mean reverting?