Trade-off between risk and return

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Some investors assert that QQQ outperforms IWM over the past ten years. The empirical result is not consistent with the trade-off between risk and return. Please use the Sharpe ratio and Sortino ratio for IWM and SPY from Oct. 01, 2011 to Oct. 01, 2021 to verify this finding. (Please use daily return and assume the risk-free rate is zero in your calculation.)

Reference no: EM133071791

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