The following portfolios are being considered for investment. During the period under consideration, RFR = 0.06. Portfolio Beta 01 Return 0.12 P 1.00 1.20 0.14 Q R 0.08 0.18 0.10 S 0.04 0.05 0.02 0.10 0.03 0.80 1.30 1.00 Market a. Compute the Sharpe measure for each portfolio and the market portfolio. Round your answers to three decimal places. Sharpe measure Portfolio P Q 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 Q R S s Market c. Rank the portfolios using each measure, explaining the cause for any differences you find in the rankings. Portfolio Q R S Market Rank (Sharpe measure) Rank (Treynor measure) -Select- V ( (-Select- V -Select- ( -Select- -Select- -Select- -Select- -Select- -Select- Select V -Select Vis poorly diversified since it has a high ranking based on the -Select- V, but a much lower ranking with the select