Consider the following portfolios with Sharpe ratios as noted.

Portfolio

Sharpe Ratio

$4\mathrm{.}2$

A

B

$3\mathrm{.}89$

C

$5\mathrm{.}5$

D

$-3\mathrm{.}6$

$0$

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E

The benchmark Sharpe Ratio is $3\mathrm{.}5.$ Which of the following portfolios outperformed the benchmark?

a$)$ A and B

b$)$ A$,$ B$,$ C and E

c$)$ D and E

d$)$ A$,$ B and B C