Question: Given the information below which portfolio(s) plot above the security market line? Portfolio A Sharpe:0.16 Treynor:0.01 B Sharpe:0.33 Treynor0.06 C Sharpe:0.45 Treynor:0.17 a. Portfolio A

Given the information below which portfolio(s) plot above the security market line?

Portfolio

A

Sharpe:0.16

Treynor:0.01

B

Sharpe:0.33

Treynor0.06

C

Sharpe:0.45

Treynor:0.17

a. Portfolio A

b. Portfolio B

c. Portfolio C

d. Portfolios A and B

e. Portfolios B and C

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