Question: Please assist Use the foiiowing information for question {e} and (i). Abigail Mpofu is a pension consultant at TRUST Bank and is asked to evaluate

Please assist

Use the foiiowing information for question {e} and (i). Abigail Mpofu is a pension consultant at TRUST Bank and is asked to evaluate the following portfolios: I Portfolio A is highly concentrated, with ve stocks representing 75% of the total portfolio. I Portfolio B is highly diversied with over 400 stocks, none of which represent more than 1% of the total portfolio. I Portfolio 0 is a diversied portfolio of 70 stocks, with the top 10 names representing 30% of the total portfolio The following investment results were recorded during 2020'. Return Variance Beta Portfolio A 48% 81% 1.8 Portfolio B 30% 16% 1.2 Portfolio 0 10% 4% 0.5 Zimbabwe Stock Exchange (ZSE) Index* 20% 25% 1.0 *ZSE Index represents the market portfolio. Risk-free rate: 8% e) Compute the Sharpe and Treynor measure for each portfolio. (6) f) Identify which of the three portfolios had the best risk-adjusted performance in 2020. Justify your selection with two supporting arguments. (3)

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