An analyst gathers the following information about three portfolios:
| Portfolio | Return Standard | Deviation |
|-----------|-----------------|-----------|
| 1 | 8.0% | 6.0% |
| 2 | 10.2% | 8.0% |
| 3 | 11.8% | 10.0% |
If the risk-free rate is 2.0% and the shortfall level is 4.0%, the portfolio with the highest safety-first ratio is: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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An analyst gathers the following information about three portfolios:
Portfolio
Return Standard
Deviation
1
8.0%
6.0%
2
10.2%
8.0%
3
11.8%
10.0%
If the risk-free rate is 2.0% and the shortfall level is 4.0%, the portfolio with the highest safety-first ratio is:
