Question: The T-bill rate is 2.25% Fund Beta St. Dev % E(Ri) % IR Sharpe Alpha % Treynor Sortino XXX 1.75 5.11 A 0.87 YYY

The T-bill rate is 2.25% Fund Beta St. Dev % E(RI) % IR Sharpe Alpha% Treynor Sortino 1.75 1.15 0.65 XXX YYY ZZZ Index 0.1215

The T-bill rate is 2.25% Fund Beta St. Dev % E(Ri) % IR Sharpe Alpha % Treynor Sortino XXX 1.75 5.11 A 0.87 YYY 0.1215 1.654 1.15 4.22 B. 4.75 3.6 Zzz 0.65 1.1 Index 1.7045 4.133 3.80 13 D Compute the minimum acceptable return threshold for fund ZZZ if the downside risk coefficient is 1.15% O 7.82% O 11.99% O 2.98% 5.67% O 3.23% O 5.55%

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