U Question 26 3.34 pts SPY SPY Your Current Portfolio BA Your Portfolio after adding BA to it Summary Statistics Average 0.70 1.045 1:43% 1.09% Variance 0.0014 0.0022 0.0038 0.0020 St. Dev. 3.71N 4.61% 6,20% 4.43% Regression Analysis Summary intercept 0.00204 0.00792 0.00287 Beta 1.20562 0.92070 115489 0.000149 0.002676 0.000126 Ver residuals) St. Dev.(residuals) 1.22% 5.179 2.12 RE 0.05% Treynor index 0.0065 0.0082 0.0150 0.0090 Sharpe Ratio 0.1740 0.2142 0.2231 0.2350 Does Sharpe Ratio provide the same relative performance ranking as Treynor for the four portfolios in the table above and why? Different relative performance ranking, because Treynor index is only suitable for a regression-based models Same relative performance ranking Different relative performance ranking, because Treynor index is based on Market Driven risk measure and Sharpe is based on Total Risk measure Different relative performance ranking, because Treynor index is only suitable for individual stock evaluation and not for the portfolio evaluation