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(6) You have $25,000 invested in two mutual funds with the following characteristics: Amount Invested Expected Return Standard Deviation Beta Mutual Fund A $ 15,000

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(6) You have $25,000 invested in two mutual funds with the following characteristics: Amount Invested Expected Return Standard Deviation Beta Mutual Fund A $ 15,000 14% 25% 1.92 Mutual Fund B S 10,000 12% 15% 1.27 Correlation (PAB) Risk-Free Rate 0.28 2.50% (A) (B) Please calculate this portfolio's Sharpe Ratio. Please calculate this portfolio's Treynor Ratio. Based on the above, should you change the amounts you have invested in Fund A and Fund B (keeping your total investment at $25,000). Why or why not? (C)

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