You collected the information below regarding two portfolios: Portfolio F and Portfolio W. You will invest in only one of these portfolios. The portfolio you will select will be your entire investment (your overall investment portfolio). You want to select the portfolio that is performing better. Which portfolio would you select? How did you select it? Market risk premium: 1.63 Information on Portfolio F Portfolio F risk premium: 0.358 Portfolio F total risk: 0.133 Security Characteristic Line Regression Statistics for Portfolio F Alpha: 1.63 Beta: 1.20 Information Ratio: 5.11 R-squared: 0.91 Information on Portfolio W Portfolio W risk premium: 0.276 Portfolio W total risk: 0.126 Security Characteristic Line Regression Statistics for Portfolio W Alpha: 5.28 Beta: 0.80 Information Ratio: 5.52 R-squared: 0.64