A fund manager recently received a report on the performance of his portfolio over the last year. According to the report, the portfolio return is 9.3%, with a standard deviation of 13.5%, and a beta of 0.83. The risk-free rate is 3.2%, the semi-standard deviation of the portfolio is 8.4%, and the tracking error of the portfolio to the benchmark index is 2.8%. What is the difference between the value of the fund's Sortino Ratio (computed relative to the risk-free rate) and its Sharpe Ratio?
  A. 0.274
  B. 1.727
  C. 0.653
  D. -0.378
  如何快樂高效的學習FRM?高頓網(wǎng)校為廣大學員提供2015年FRM考試網(wǎng)絡課程,請各位考生緊跟網(wǎng)校名師的步伐盡快進入備考復習,讓高頓網(wǎng)校與您共同努力,2015年考試順利通過!祝您夢想成真!免費聽課>>
        FRM考試在線高清視頻指導