Question: The standard deviation does not differentiate between variability that exceeds the average return, which presumably investors want, and variability that is less than the average

The standard deviation does not differentiate between variability that exceeds the average return, which presumably investors want, and variability that is less than the average return, which investors do not want. Semivariance or "downside" risk is one way to account for this, at it is a measure of the dispersion of just those returns that are less than the expected return True False

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