Question: 1)Consider the following data for a particular sample period when returns were high: Portfolio P Market Portfolio Average Return32%28% Beta1.31.0 Standard Deviation40%30% Calculate Jensen's Alpha,

1)Consider the following data for a particular sample period when returns were high:

Portfolio PMarket Portfolio

Average Return32%28%

Beta1.31.0

Standard Deviation40%30%

Calculate Jensen's Alpha, the Sharpe ratio and Treynor's ratio for both portfolio P and the Market. The T-bill rate during this period was 5%. By which measures did portfolio P outperform the market?

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