RFR =0.06

The following portfolios are being considered for investment. During the period under consideration, RFR = 0 06 Q Market Return 0.22 0.17 0.10 0.20 0.14 Beta 1.70 0.70 1.20 0.10 0.02 0.05 0.03 a. Compute the Sharpe measure for each portfolio and the market portfolio. Round your answers to three decimal places. Portfolio Market Sharpe measure b. Compute the Treynor measure for each portfolio and the market portfolio. Round your answers to three decimal places. Portfolio Market Treynor measure c. Rank the portfolios using each measure, explaining the cause for any differences you find in the rankings. Portfolio Market Rank (Sharpe measure) Rank (Treynor measure) Select- -Select- -Select- v -select- v -select- v is poorly diversified since it has a high ranking based on the -Select- Selt v -Select- _Select_ -Select- v , but a much lower ranking With the