Beta 4) You have the following information on portfolios A, B, C and D as well as the market portfolio and the risk free asset. Portfolio Average Return Standard deviation of residual (non-market risk, o(e)) A 20% 1.3 58% 18% 1.8 71 C 17% 0.7 60 12% 55 Market Index 16% Market index SD, Om=23% Risk-Free 8% NOTE: The estimated expected returns for portfolios A,B, C and D are based on your research and they are not necessarily equal to the expected returns implied by the CAPM. D 1.0 a) Rank portfolios A, B, C, D and the market portfolio using the Sharpe Ratio. b) Rank portfolios A, B, C, D and the market portfolio using the Treynor Index. c) Rank portfolios A, B, C, D and the market portfolio using the Information Ratio. d) Comment on your findings