Questions 10-11 refer to the following data: Portfolio Observed Return Beta Residual Vacance 0:20 0.00 0.10 0.5 0201 The risk-free rate is 3% and the expected return and variance of return of the market portfolio is n = 0.15 and ox=0.16. 10. Which of the following statements is correct? (a). Portfolio I performs better according to both Treynor's and Sharpe's indices, (b). Portfolio 2 performs better according to both Treynor's and Sharpe's indices. (c). Portfolio I performs better according to Treynor's index, while portfolio 2 per forms better according to Sharpe's index. (d). Portfolio 2 performs better according to Treynor's index, while portfolio 1 per forms better according to Sharpe's index. 11. Which of the following statements is correct? (a). Portfolio 1 performs better according to both Jensen's and Treynor's indices. (b). Portfolio 2 performs better according to both Jensen's and Treynor's indices. (c). Portfolio 1 performs better according to Jensen's index, while portfolio 2 pre- forms better according to Treynor's index. (d). Portfolio 2 performs better according to Jensen's index, while portfolio 1 per- forms better according to Treynor's index