two questions for you. Thank you for helping.

Sortino Ratio: The CFA curriculum calculates it in Reading 31, page 88 as follows: (Annualized rate of return  Annualized risk free rate) / Downside deviation. In Reading 34 on page 268 it uses MAR instead of Annualized risk free rate. On thoughts?

Semdeviation vs. Standard Deviation: They both appear to use average return as the threshold. What is the difference?
Thank you very much for your help.