请教大神,这道题怎么解呀,在此拜谢![size=13.3333px]For the past four years, the returns on a portfolio were 6%, 9%, 4%, and 12%. The corresponding returns of the benchmark were 7%, 10%, 4%, and 10%. The minimum acceptable return is 7%. The portfolio's Sortino ratio is:
[size=13.3333px]Select one:
a. 0.6700
b. 0.5303
c. 0.4743
d. 0.2143