only need questions 2 and 3. thanks in advance!

1. Consider the following three investments. Assume that T-bills yielded a constant 3 percent. Calculate the risk-adjusted performance of each of the funds, using the Sharpe measure. Year B 2003 2004 2005 2006 2007 +5% +0 -5 +8 +5 +4% +1 -4 +10 +6% -1 -10 +18 +7 +5 2. Using the data in Problem 1, calculate the risk-adjusted performance of an equally weighted portfolio of all three funds, and plot the results in risk/return space. 3. Using the data in Problem 1, calculate the geometric mean return for the three funds and for the three-security, equally weighted portfolio. Rank the investments by descending order of geometric mean. Does this technique give you the same ranking as the Sharpe measure calculated in Problem 1