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:
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:
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