5. Green Capital Management manages nearly $400 million allocated among three investment managers. All portfolios have the same objective, which is to produce superior risk-adjusted returns (by beating the market) for their clients. You have been hired as a consultant to measure the performance of the portfolio managers. You have collected the following information based on the last ten years of returns. Mean Annualized Rate of Return 0.18 1.35 0.24 0.21 1.95 0.25 0.24 2.10 0.22 During the same time period, the average annual rate of return on the market portfolio was 13% with a standard deviation of 19%. In order to assess the portfolio performance of the above managers, you should use: A. The Treynor measure of performance B. The Sharpe measure of performance C. The Jensen measure of performance D. The Sortino measure of performance Portfolio Manager a b Beta Standard Deviation of Return