A portfolio has a total return of $4\mathrm{.}5\%,$ a standard deviation of $40\%,$ and a beta of $0\mathrm{.}5.$ The market rate of return

is $13\mathrm{.}5\%,$ the standard deviation is $20\%,$ and the market's Treynor measure is $0\mathrm{.}10.$ What is the value of the

Treynor measure of this portfolio? What is the information ratio of this portfolio?

a$.2\%,0\mathrm{.}103$

b$.5\%,-0\mathrm{.}167$

c$.5\%,0\mathrm{.}167$

d$.2\%,-0\mathrm{.}103$