Imagine a world with 3 investment options. You have the following information: Investment #12 #24 #34 Name Portfolio A Portfolio B2 Portfolio Ce Beta 0.152 0.45 0.602 E[r] 4.0% 5.5% 5.5% Expected o 12.0% 20.0% 10.0% Assume the risk-free rate is 3%. The expected return of the market portfolio is 8.2% and the standard deviation of the market portfolio is 14.7%. + a. What are the Treynor measures for each of the three investments options in the table? + b. What are the M measures for each of the three investments options in the table? + c. You want to invest all your wealth in one portfolio. In which portfolio should you invest? Explain