4. Consider the following historical performance data for two different portfolios: the S&P 500 and the 90-day T-bill. Investment Vehide Average Rate Standard of Return Deviation Beta R2 26.40% 13.22 Fund 1 Fund 2 S&P 500 90-day T-bili 20.67% 1.351 0.751 14.20 0.905 0.713 13.25 15.71 6.20 0.50 a. Calculate the Fana overall performance measure for both funds. 6. What is the return to risk for both funds? c. For both funds, compute the measures of (1) selectivity, (2) diversification, and (3) net selectivity d. Explain the meaning of the net selectivity measure and how it helps you evaluate investor performance. Which fund had the best performance