Answer (a) through (d) without doing the calculations. a. Which portfolio would you expect to have the largest beta? b. Which portfolio would you expect to have the largest standard deviation? c. Which portfolio would you expect to have the largest R2 ? d. Which portfolio would you expect to rank first on the basis of Sharpe ratio? e. Determine the rankings of the three portfolios on Sharpe ratio and Treynor ratio. f. How did the portfolios rank in terms of R2 ? g. Which portfolio had the largest alpha? h Which portfolio exhibited the best performance based on the composite measures of performance