The following portfolios are being considered for investment. During the period under consideration, RFR = 0.08. Portfolio Return Beta σ i P 0.14 1.00 0.05 Q 0.20 1.30 0.11 R 0.10 0.60 0.03 S 0.17...

The following portfolios are being considered for investment. During the period under consideration, RFR = 0.08.

1. Compute the Sharpe measure for each portfolio and the market portfolio. Round your answers to three decimal places.
   

   
   

   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   

   Portfolio	Sharpe measure
   P
   Q
   R
   S
   Market

   
   

   
   



2. Compute the Treynor measure for each portfolio and the market portfolio. Round your answers to three decimal places.
   

   
   

   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   
   

   Portfolio	Treynor measure
   P
   Q
   R
   S
   Market