Question: 79. Determine the separate upside and downside capture ratios respectively for the following fund based on the data given below. Returns Year 1 Year 2

79. Determine the separate upside and downside capture ratios respectively for the following fund based on the data given below. Returns Year 1 Year 2 Year 3 Year 4 Benchmark Index +12% -20% +40% -5% Fund Performance +15% -32% +56% -12%

134.58% and 176.60%
151.43% and 104.17%
19% and -19%
65% and 200%

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