The following portfolios are being considered for investment. During the period under consideration, RFR = 0.08. Portfolio Return Beta Oi P 0.24 1.40 0.10 0.17 1.00 0.05 Q R 0.10 0.70 0.03 S 0.20 1.20 0.06 Market 0.14 1.00 0.04 a. Compute the Sharpe measure for each portfolio and the market portfolio. Round your answers to three decimal places. Portfolio Sharpe measure P R S Market b. Compute the Treynor measure for each portfolio and the market portfolio. Round your answers to three decimal places. Portfolio Treynor measure P Q R S Market c. Rank the portfolios using each measure, explaining the cause for any differences you find in the rankings. Portfolio Rank (Sharpe measure) Rank (Treynor measure) -Select- v -Select- v Q -Select- v -Select- R -Select- v -Select- v S -Select- v -Select- v Market -Select- v -Select- v -Select- vis poorly diversified since it has a high ranking based on the -Select- I but a much lower ranking with the -Select