Intro You've collected the following information about two stock portfolios, the market portfolio and Treasury bills: Portfolio A Portfolio B Market portfolio T-bills ET Alpha Beta o ole) 23% 16.2% 1.2 0.29 0.12 11% 5.4% 0.9 0.2 0.02821 6% 0% 1 0.22 0 2% 0% 0 0 Part 1 Attempt 1/1 for 10 pts. If you had to decide to invest your entire money in either portfolio A or portfolio B, which one should you choose? O Portfolio B, because of the higher Sharpe ratio O Portfolio A, because of the higher information ratio O Portfolio B, because of the higher information ratio Portfolio B, because of the higher Treynor measure Portfolio A, because of the higher Treynor measure Portfolio A, because of the higher Sharpe ratio Part 2 Attempt 1/1 for 10 pts. If most of your money were invested in the market portfolio, which portfolio would you add? O Portfolio A, because of the higher Treynor measure O Portfolio A, because of the higher information ratio O Portfolio B, because of the higher Sharpe ratio O Portfolio A, because of the higher Sharpe ratio O Portfolio B, because of the higher Treynor measure O Portfolio B, because of the higher information ratio Submit