Benchmark average return over the last year 12.36%

Standard deviation 16.90%

Beta 1.23

Tracking error 7.21%

Semi-standard deviation 13.72%

Risk-free rate 5.35%

In relation to the portfolio's performance, which of the following statements is correct?

I. The information ratio for the portfolio is 0.192.

II. The Sharpe ratio yields a result lower than the Sortino ratio but higher than the information ratio.