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

ETF Beta Alpha R-squared Sortino Treynor Standard Deviation 25% 15% Sharpe Ratio 2.4 2.2 A B .8 1.4 5% 7% 55% 70% .45 .33 4.23 3.12 You are most concerned with being rewarded for downside risk. Which data point is relevant? Which fund do you choose? (choose two answers below.) Beta Standard devation Sharpe Ratio Alpha U R-squared O Sortino Treynor A 00 U
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