Big Rock has several investment portfolios with a local mutual fund company. One of the company's directors asked you to assess the performance of five of the portfolios. Portfolio Return Beta Standard Deviation Risk Free Rate A 12.5% 4% 3% 10% 1.2 5% 4% E 3% 0.8 6% 6% 1.2 Required: Calculate the Sharpe measure and the Treynor measure for each portfolio. a. What is the Sharpe measure of: i. Portfolio A? ii. Portfolio C? iii. Portfolio E? 16 marks b. What is the Treynor measure of: i. Portfolio A? ii. Portfolio C? iii. Portfolio E? 16 marks