QUESTION 3 [ 25 MARKS] Consider the following portfolio of Apple and Samsung. Securities Proportion Expected Return Standard invested (%) Deviation (%) Apple 0.60 15% 12% Samsung 0.40 20% 18% The correlation coefficient between Apple Samsung is 0.11. The return achievable from investing in government bonds is 4% and beta stands at 1.8. (a) Calculate the standard deviation and return of the investor's portfolio. [10 marks] (b) Calculate the Sharpe Ratio. [4 marks] (c) Calculate the Treynor Index. [4 marks] (d) Distinguish clearly between Sharpe Ratio and Treynor Index. [7 marks]