Question: 3) (30 points) Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is

3) (30 points) Fill in the empty spaces in the table

3) (30 points) Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is 13% and the standard deviation of market return is 5%. Fund Return (%) Standard deviation (%) Beta A a) Calculate the Sharpe Ratio of the fund. b) Calculate the Treynor Ratio of the fund. c) Calculate the Jensen Alpha of the fund. . d) Calculate the M Measure of the fund. 3) (30 points) Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is 13% and the standard deviation of market return is 5%. Fund Return (%) Standard deviation (%) Beta A a) Calculate the Sharpe Ratio of the fund. b) Calculate the Treynor Ratio of the fund. c) Calculate the Jensen Alpha of the fund. . d) Calculate the M Measure of the fund

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