whether the stocks are over or Treynor's and Jensen's performance measures for the portfolio. 2. Consider a market with an expected return of 20%, a risk (o) of 25% and a risk-free rate of 7%. a. Portfolio A is on the efficient frontier and has an expected return of 30%. Compute the risk (o) of this portfolio and the coefficient of correlation with the market. b. Portfolio B has an expected return of 35% and a risk (o) of 65%. What is the specific risk of this portfolio? whether the stocks are over or Treynor's and Jensen's performance measures for the portfolio. 2. Consider a market with an expected return of 20%, a risk (o) of 25% and a risk-free rate of 7%. a. Portfolio A is on the efficient frontier and has an expected return of 30%. Compute the risk (o) of this portfolio and the coefficient of correlation with the market. b. Portfolio B has an expected return of 35% and a risk (o) of 65%. What is the specific risk of this portfolio