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The following portfolios are being considered for investment. During the period under consideration, RFR = 0.07. Portfolio P Q R S Market Return 0.15 0.18

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The following portfolios are being considered for investment. During the period under consideration, RFR = 0.07. Portfolio P Q R S Market Return 0.15 0.18 0.11 Beta 1.00 1.20 0.60 1.40 1.00 oi 0.06 0.07 0.04 0.11 0.05 0.21 0.13 a. Compute the Sharpe measure for each portfolio and the market portfolio, Round your answers to three decimal places. Portfolio Sharpe measure Market b. Compute the Treynor measure for each portfolio and the market portfolio. Round your answers to three decimal places. Portfolio Treynor measure Market C. Rank the portfollos using each measure, explaining the cause for any differences you find in the rankings. Portfolio Rank (Sharpe measure) Rank (Treynor measure) -Select- -Select- -Select- -Select- -Select- -Select- -Select -Select- -Select- -Select- Market -Select- wis poorly diversified since it has a high ranking based on the -Select- , but a much lower ranking with the -Select

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