CBZ return 19% beta 1.3 variance 0.0064

ABC return 24% beta 2.0 variance 0.0081

XYZ return 12% beta 0.4 variance 0.0144

using above Information, if return on the market portfolio is 16%p.a and the treasury bill rate is 9% dertimine the alpha of each security and recommend whether to buy , sell or hold. rank the securities in terms of their risk level using the sharpe ratio and the treynor measure