. A portfolio consists of the following two funds.

	Fund A			Fund B
$ Invested		$ 12,000		$	$ 8,000
Weight		60%			40%
Exp Return		15%			12%
Std Dev		24%			14%
Beta		1.92			1.27
Corr(A,B)		0.43
Risk-free rate		3.60%
Exp Market Return		9.50%

What is the expected return on this portfolio (using weights invested)?

(Enter your answer as a percentage (%) rounded to 2 decimal places)

What is the portfolio standard deviation (assume given standard deviations are historical and can be expected to be the same in the near future)?

(Enter your answer as a percentage (%) rounded to 2 decimal places)

What is the (weighted) portfolio beta?

(Enter your answer as a number rounded to 2 decimal places)

What is the expected Sharpe Ratio for this portfolio?

(Enter your answer as a number rounded to 4 decimal places)

What is the expected Treynor Ratio for this portfolio?

(Enter your answer as a number rounded to 4 decimal places)