ETF

Beta

Standard Deviation

Sharpe Ratio

Alpha

R$-$squared

Sortino

Treynor

A

$\mathrm{.}8$

$25\%$

$2\mathrm{.}4$

$5\%$

$55\%$

$\mathrm{.}45$

$4\mathrm{.}23$

B

$1\mathrm{.}4$

$15\%$

$2\mathrm{.}2$

$7\%$

$70\%$

$\mathrm{.}33$

$3\mathrm{.}12$

You have no other investments and will hold only this ETF and you are mostly concerned about maximizing the reward to risk ratio. Which data point is relevant? Which fund do you choose? $($choose two answers below.$)$

Beta

Standard devation

Sharpe Ratio

Alpha

R$-$squared

Sortino

Treynor

A

B