Security Return Beta Variance \begin{tabular}{llll} CB2 & 19q0 & 1.3 & 0,0064 \\ ABC & 24q0 & 2.0 & 0,0081 \\ xy2 & 120 & 0.4 & 0,0144 \end{tabular} 9) If Return on the market portifolio is 16 . p.a and the treasury bill rate is 9% dertimine the alpha of each security and recommend, whether to buy it, hold or sell each security *b) Rank the three searities in terms of their risk level attractiveness using the sharpe ratio and the treynor measure