Question: Consider the following data for a particular sample period when returns were high. The T-Bill rate is 6%. (Put answer in % in decimal, e.g.

Consider the following data for a particular sample period when returns were high. The T-Bill rate is 6%. (Put answer in % in decimal, e.g. 10 for 10% not 0.10)

Portfolio P - Avg Return 35.00% , Beta 1.50 , St. Deviation 20.00%

Portfolio M - Avg Return 28.00% , Beta 1.00 , St. Deviation 30.00%

Compared to Market, how did Portfolio P perform under the above three measures Order: (Sharpe, Jensen, Treynor) ?

A). Underperform outperform , underperform

B). Underperform , underperform , outperform C). Outperform , outperform underperform

D). Underperform outperform , outperform

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