Question: Portfolio Annual Retum (%) Standard Deviation Beta 1 2 3 14 16 17 21 24 28 0.85 1.00 1.30 S&P 500 12 90-day T-bill 6

Portfolio Annual Retum (%) Standard Deviation Beta 1 2 3 14 16 17 21 24 28 0.85 1.00 1.30 S&P 500 12 90-day T-bill 6 Given the above data, rank portfolios 1-3 from the highest risk-adjusted return to the lowest risk-adjusted retum using the Treynor O A Portfolio 1; Portfolio 2 Portfolio 3 OB Portfolio 2; Portfolio 1; Portfolio 3 OC Portfolio 3; Portfolio 2; Portfolio 1 OD. Portfolio 1; Portfolio 3; Portfolio 2 O E None of the above

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