QUESTION 3 1 Fund Beta Return % Sharpe St.Dev % Treynor Sortino Alpha % XXX 0.7 4.13 A 0.1815 YYY B 7.28 16 5.6 ZZZ ? 11 3.7 3.33 Index ? 1.80 12.5 D The T-bill rate is 3% QUESTION 3 1 Fund Beta Return % Sharpe St.Dev % Treynor Sortino Alpha % XXX 0.7 4.13 A 0.1815 YYY B 7.28 16 5.6 ZZZ ? 11 3.7 3.33 Index ? 1.80 12.5 D The T-bill rate is 3%