Alternative Investments Q88

0. Statement 1: An analyst wanting to assess the downside risk of an alternative investment should use the Sharp ratio.
Statement 2: An analyst wanting to assess the downside risk of an alternative investment should use the Sortino ratio.
Which statement is most likely correct?

Answer
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Option : B
Explanation : Downside risk measures focus on the left side of the return distribution curve where losses occur. Sortino ratio is a measure of downside risk

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