Big Rock has several investment portfolios with a local mutual fund company. One of the companys directors asked you to assess the performance of five of the portfolios.

Portfolio	Return	Beta	Standard Deviation	Risk free rate
A	12.5%	1.2	4%	3%
C	10%	1.2	5%	4%
E	3%	0.8	6%	6%

a. What is the Sharpe measure of:

i. Portfolio A? ii. Portfolio C? iii. Portfolio E?

. What is the Treynor measure of:

i. Portfolio A? ii. Portfolio C? iii. Portfolio E?