Question: Year b you are provided with the following data relating to a portfolio performance Portfolio N Return% Portfolio M Return% 1 6 -3 2 8

Year b you are provided with the following data relating to a portfolio performance Portfolio N Return% Portfolio M Return% 1 6 -3 2 8 - 1 3 5 0 4 4 2 5 2 6 6 2 5 7 1 4 8 -2 11 Required Determine semi-deviation and subsequent Sortino measure assuming a minimum return threshold of 1.8% (10 Marks) Year b you are provided with the following data relating to a portfolio performance Portfolio N Return% Portfolio M Return% 1 6 -3 2 8 - 1 3 5 0 4 4 2 5 2 6 6 2 5 7 1 4 8 -2 11 Required Determine semi-deviation and subsequent Sortino measure assuming a minimum return threshold of 1.8% (10 Marks)

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