Consider the following data for a particular sample period:

	Portfolio P	Market M
Average return	0.30	0.22
Beta	1.3	1
Standard deviation	0.48	0.28
Tracking error, (e)	0.21	0.00
T-bill rate	0.05

Which of the following are the correct values for the Sharpe and Jensen's alpha () performance measures for both portfolio P and the market?

	a.	SharpeP= 0.46; SharpeM= 0.460; P= 0.036; M=0.5
	b.	SharpeP= 0.52; SharpeM= 0.310; P= 0.022; M=0
	c.	SharpeP= 0.52; SharpeM= 0.61; P= 0.029; M=0
	d.	SharpeP= 0.79; SharpeM= 0.880; P= 0.022; M=0.9