Question: Question 24 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%

Question 24

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 are most concerned with tracking the benchmark index. 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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