1. You are reviewing the performance of a portfolio and have compiled the following information. Average return over the last year 13.75% Benchmark average return over the last year 12.36% Standard deviation of return 16.90% Beta Tracking error volatility Semi-standard deviation Risk-free rate B. II only C. Both I and II D. Neither I or II 1.23 7.21% 13.72% 5.35% In relation to the portfolio's performance, which of the following statements is correct? I. The Sharpe ratio for the portfolio is 0.192. II. The Traynor ratio yields a result higher than the Sortino ratio. A. I only