Question: Moving to another question will save this response. Question 20 ETF Beta Standard Deviation Sharpe Ratio Alpha R-squared Sortino Treynor A .8 25% 2.4 5%

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Question 20

ETF	Beta	Standard Deviation	Sharpe Ratio	Alpha	R-squared	Sortino	Treynor
A	.8	25%	2.4	5%	55%	.45	4.23
B	1.4	15%	2.2	7%	70%	.33	3.12

You have no other investments and will hold only this ETF and you are mostly concerned about maximizing the reward to risk ratio. Which data point is relevant? Which fund do you choose? (choose two answers below.)

		Beta
		Standard devation
		Sharpe Ratio
		Alpha
		R-squared
		Sortino
		Treynor
		A
		B

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