You are working as an assistant to the manager of a fund that is very well diversified. The manager has asked you to suggest which of the following stocks that should be included in the portfolio, based on an appropriate measure. If t-bills generates a return of 2.2 %, which of the following stocks is best suited to be included into the portfolio, and why? E(r) ano 11.2% 36.8 % Back 11.5 % 13.8 % 1.2 Hanc 11.2 % 21.8 % 1.1 (In the computations displayed in the answers, percentages are represented in decimal version.) Select one: O a. The lano stock is preferred since it's Treynor measure of 0.112 is the highest one. O b. The Back stock is preferred since it's Sharpe measure of 0.429 is the best one C. The lano stock is preferred since it's Treynor measure of 0.090 is the highest one. O d. The Hanc stock is preferred since both the Sharpe and the Treynor measure is better than for the other stocks O e. The Back stock is preferred since it's Treynor measure of 0.077 is the highest one