Question: 4. QUESTION (20 POINTS). The return, standard deviation, Beta ( ) and risk-free interest rate of portfolio A, B and Market are given in the

4. QUESTION (20 POINTS). The return, standard deviation, Beta ( ) and risk-free interest rate of portfolio A, B and Market are given in the table below. Find the performance of the portfolios (Sharpe, Treynor and Jensen ratio)

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