The risk-return performance for a portfolio that you manage and its corresponding benchmark for a given month is as follows:

	Portfolio	Benchmark
Return (%)	2.0	2.1
Standard Deviation (%)	1.1	1.3

If both the portfolio and the benchmark has a beta of 0.8 and the 30-day Treasury bill return is 0.2%, comparing the Sharpe and Treynor measures for the portfolio to the corresponding measures for its benchmark would indicate that the portfolio had:

-inferior risk-adjusted performance.

-risk-adjusted performance that was not clearly inferior or superior.

-fair risk-adjusted performance.

-superior risk-adjusted performance.