An analyst gathers the following annual returns for a portfolio over five years: 6%, 7%, 3%, 2%, and 4%. If the target return is 5%, the target downside deviation is closest to:
Exam-Like
A
1.7%.
0.0%
B
1.9%.
50.0%
C
2.2%.
50.0%
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An analyst gathers the following annual returns for a portfolio over five years: 6%, 7%, 3%, 2%, and 4%. If the target return is 5%, the target downside deviation is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz