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MMLU-Pro / 444 / Let’s assume Mutual Fund A has an annualized return of 15% and a downside…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

Let’s assume Mutual Fund A has an annualized return of 15% and a downside deviation of 8%. Mutual Fund B has an annualized return of 12% and a downside deviation of 5%. The risk-free rate is 2.5%. What is the Sortino ratio for Fund A?

category

business

options

  1. 1.2
  2. 0.8
  3. 2.0
  4. 1.0
  5. 1.4
  6. 0.95
  7. 1.8
  8. 2.3
  9. 1.56
  10. 2.5

src

theoremQA-Finance

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Source and history

upstream_id / Original problem ID
444
task_id
be4ae906-f119-5ac1-80eb-ba8718a54553
task_key
default--test--444
task_revision_id
1
config / split
default / test

Official source

initial import