Alinancial advisor collects the following information that relates to a specific client: Risk-Free Rate of Interest 3.1% Return Due to Client's Risk 9.6% Total Portfolio Return 13.8% The rama decomposition would assign a selectivity value that is closest to: a) 1.1%. b) 6.5%. c) 4.2% d) 10.7%. 18) The Pacific Fund earns 12.9% during the year while the risk-free rate is 4.2%. The Pacific Fund has a beta of 1.35 and a standard deviation of 18.7%. The Treynor Ratio is closest to: a) 0.465. b) 0.689. c) 6.444. d) 9.555. 19) The North Equity Fund has a beta of 1.67 and a standard deviation of 22.6%. It has returned 13.8% during the past year when the return on one-year treasury bills has been 3.6%. The Sharpe Ratio of the North Equity Fund is closest to: a) 0.45. b) 0.61. c) 6.11. d) 8.26. 20) A portfolio manager using optimization software would least likely collect data on: a) Volatility. b) Expected returns. c) Benchmark expectations. d) Market returns