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5. portfolio earned a return of 100% during a period when the risk-free rate of return was 2%. Its standard deviation was 26%. (2 marks with 1 mark per question) (1) Determine Sharpe Ratio. (2) Did the portfolio outperform its benchmark, which had a Sharpe ratio of 0.6 over the same period? 6. If the adjusted closing price for S\&P/TSX is as follows. (5 marks with 1 mark per question) (1) What is the annual return every year? (2) What is the arithmetic mean annual return? (3) What is the geometric mean annual return? (4) What is the standard deviation of annual returns? (5) The risk-free rate is 3.85%. What is the Sharpe ratio (using geometric mean)? 5. portfolio earned a return of 100% during a period when the risk-free rate of return was 2%. Its standard deviation was 26%. (2 marks with 1 mark per question) (1) Determine Sharpe Ratio. (2) Did the portfolio outperform its benchmark, which had a Sharpe ratio of 0.6 over the same period? 6. If the adjusted closing price for S\&P/TSX is as follows. (5 marks with 1 mark per question) (1) What is the annual return every year? (2) What is the arithmetic mean annual return? (3) What is the geometric mean annual return? (4) What is the standard deviation of annual returns? (5) The risk-free rate is 3.85%. What is the Sharpe ratio (using geometric mean)