5. The following portfolios are being considered for investment. During the period under consideration, RFR = 0.07. Portfolio Return Beta i A 0.15 1.0 0.05 B 0.20 1.5 0.10 C 0.10 0.6 0.03 D 0.17 1.1 0.06 Market 0.13 1.0 0.04 a. Compute the Sharpe measure for each portfolio and the market portfolio. (4 marks) b. Compute the Treynor measure for each portfolio and the market portfolio.

kindly answer ASAP very URGENT