Question: Using the monthly return data provided below,compute the downside semi deviation for portfolio P around its mean. Round off your answer to three digits after

Using the monthly return data provided below,compute the downside semi deviation for portfolio P around its mean. Round off your answer to three digits after the decimal point. State your answer as a percentage, such as 1.234.

1. Date Nov-03 Dec-03 Jan-04 Feb-04 Mar-04 Apr-04 May-04 Jun-04 Jul-04 Aug-04

1. Date Nov-03 Dec-03 Jan-04 Feb-04 Mar-04 Apr-04 May-04 Jun-04 Jul-04 Aug-04 Sept-04 Oct-04 Portfolio P 0.95% 2.01% 3.14% 5.34% 6.11% 6.35% 6.83% 8.01% 9.30% 10.56% 11.42% 12.96% Benchmark 0.86% 1.90% 2.94% 5.10% 5.80% 6.20% 6.50% 7.57% 8.82% 10.00% 10.83% 12.35%

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