3. Calculate the geometric mean return since inception for each of the funds in the ABC Company retirement plan. 4. Determine the Sharpe and Treynor ratios for each mutual fund in Elaine's investment portfolio. Assume a risk-free rate equal to the 90-day T-bill rate. 5. Rank each of the funds in Elaine's investment portfolio by the Sharpe and Treynor ratios. Comment on the results and the meaning of the numbers.

please answer all if the questions