Question: What's the correct answer on finding Sortino Ratio here? Practice Question 6 The annual portfolio returns are shown below in the table. Year Annual Portfolio

What's the correct answer on finding Sortino Ratio here?

What's the correct answer on finding Sortino Ratio here? Practice Question 6

Practice Question 6 The annual portfolio returns are shown below in the table. Year Annual Portfolio Returns 2017 5% 2018 -1% 2019 18% 2020 15% 2021 -2% Calculate the Sortino ratio for the portfolio assuming the minimum acceptable return is 6%

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