Portfolio A has a standard deviation of 5.5%, a beta of 1.15, an actual return of 8%, and an expected return of 10%. Portfolio B has a standard deviation of 7.5%, a beta of 1.50, an actual return of 9%, and an expected return of 12%. Assume a risk-free rate of return of 2.75% and an R2 of 0.40 with respect to the market. Given this information, which of the following statements is CORRECT? a. Portfolio A has a higher share ratio than portfolio B indicating that portfolio B outperformed portfolio B b. Portfolio B has a higher Sharpe ratio than Portfolio A indicating that portfolio B outperformed portfolio A c. Portfolio A has a higher Jensens alpha than portfolio B indicating that portfolio A outperformed portfolio B d. Portfolio B has a higher Treynor ratio than portfolio A indicating that portfolio B outperformed Portfolio A