An investor, wants to know how two portfolios are performing in the market: 7% Y (3%) 12% Probability Market portfolio 0.40 0.20 15% 0.40 Beta factor 10% 18% Portfolio X 1.30 10% 8% 4% 0.75 1 The market pays a 12% return on risk-free assets(RFR). Portfolio Required: i) Compute Each Portfolio Expected returns (PR) and the standard deviation (S.D) ii) What is the Expected return of the market(RM) (5 marks) marks) (15 iv) Comment on which portfolio is performing well? (5 Marks) iii) Compute the Sharpe's Measure,Jensen Measure and the Treynor Measure comment on the portfolio performance (15 marks)