1. ·Mean annual return 　　　　　　　　　4%
　　·Mean excess return 　　　　　　　　　8.6%
　　·Standard deviation of annual returns 　　23.4%
　　·Portfolio beta 　　　　　　　　　　　1.6
　　The coefficient of variation and Sharpe measure, respectively, for the portfolio are closest to:
Coefficient of variation　　Sharpe measure