Question: An Equities Portfolio has the following characteristics: . . Beta of the portfolio is 1.4 Sigma (standard deviation) of the portfolio is 40% Total market

An Equities Portfolio has the following characteristics: . . Beta of the portfolio is 1.4 Sigma (standard deviation) of the portfolio is 40% Total market return is 14% Total portfolio return is 10% Risk free rate is 1% . . 23. What is the Treynor measure of this portfolio? 24. What is the Jensen measure (Alpha) of this portfolio? 25. What is the Sharpe ratio of this portfolio

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