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