7 points 1. Mr. Nicolas, a portfolio manager, has provided you with the following data: * ABC fund KLM fund 0.562 Sharpe ratio Treynor ratio 61.2% Beta 1.2 0.5 Portfolio standard deviation 20% 42% What are the values of y and x respectively? a. 1.46; 46.83% b. 0.73; 9.37% c. 3.37; 51.40% d. 0.51; 9.37% e. None of the above