2b. A fund manager with a leading savings & loan company wants to evaluate a Portfolio consisting of a mix of blue-chip, defensive and cyclical shares. He has compiled the following useful information for this purpose. Average Return Std Deviation Beta Portfolio 14 0.88 S&P 500 ( market 14 Portfolio ) Treasury Bills 6 16 12 Assist the fund manager in evaluating the performance of the Portfolio and the S&P 500 using Sharpe and Treynor measures. Based on your calculation, comment on the performance of the Portfolio and the S&P 500 using Sharpe and Treynor measures. (10 marks )