Mutual fund XYZ has a correlation coefficient of .89 with the S&P 500. Mutual fund XYZ also has a beta of 1.15, standard deviation of 17% and an expected return of 14%. The risk free rate of return is 3% and the market return is 12%. Which of the following is the most appropriate risk adjusted performance measure(s) to use?

A.Sharpe.

B.Treynor.

C. Sharpe and Alpha.

D.Treynor and Alpha.