Question: What is the semi-standard deviation with benchmark equal to zero return if a portfolio has the following past returns of -12.12%, -32.13%, 2.1%, -1.3%, 3.21%?

What is the semi-standard deviation with benchmark equal to zero return if a portfolio has the following past returns of -12.12%, -32.13%, 2.1%, -1.3%, 3.21%?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!