QUESTION $28/38$ Assuming the omega ratio is a superior method of classifying asset efficiency relative to the sortino ratio, which two measurements should ACTUALLY be used in modern portfolio theory? $(1)$ Probability density of positive returns $\backslash$& Probability density of negative returns $(2)$ Expected return $\backslash$& Standard density of millivariance $(3)$ Expected return $\backslash$& Semivariance $(4)$ Expected return $\backslash$& Standard deviation