Why should the sharpe measure only be used to judge the, Financial Management

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Why should the sharpe measure only be used to judge the

For a particular sample period, the risk free rate was 6% and: Portfolio P: Average return=35%; Beta=1.20; Standard Deviation=40%; Tracking Error (nonsystematic risk)=20% Market M: Average return=30%; Beta=1.00; Standard Deviation=30%; Tracking error=0

A) For both the portfolio and the market calculate the Sharpe ratio, the Treynor ratio and the information ratio.

B) Why should the Sharpe measure only be used to judge the performance of a well-diversified portfolio?

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