You are given the following information:

Risk-free rate 4%

Minimum acceptable return 6%

Benchmark return 10%

Expected return on portfolio 12%

Expected return on market 9%

Beta 1.25

Standard deviation (portfolio) 7.3%

Semi-standard deviation (portfolio) 8.2%

The Sortino ratio of the portfolio is closest to:

a.0.55

b.0.24

c.0.87

d.0.73