Consider the following data for a particular sample period. The T$-$bill rate during the period was $5\%.$

portfolio P Market

Average return $16\%14\%$

Alpha $0\mathrm{.}200$

Beta $0\mathrm{.}80?$

Standard deviation $32\%25\%$

Nonsystematic risk, $18\%0$ c$)$ Calculate the following performance measures for the portfolio P and the market: i$.$ Sharpe ratio, ii$.$

Treynor ratio, and iii Information ratio. d$)$Calculate M $2$ measure $($r p$*-$ r m $)$ for the portfolio P$.$ Is Portfolio P under$-$performed or over

performed?