You are faced with two portfolios which you have been asked to rank in terms of selectivity. You have the following information:  Risk-free rate is 4%  Return on the market portfolio is 8%  Return on portfolio A is 17%  Return on portfolio B is 16%  Actual beta of Portfolio A is 1.2, while target beta is 1  Actual beta of Portfolio B 1.0, while target beta is 0.9  Standard deviation of Portfolio A is 17%  Standard deviation of Portfolio B 15%  Standard deviation of the market portfolio is 7%    Using Fama Decomposition, calculate the following for each portfolio:     a) Return from Investor's risk  b) Return from Manager's risk  c) Return from Diversification

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