Question: Consider the following data for a particular sample period when returns were high: Calculate Jensen's Alpha, the Sharpe ratio and Treynor's ratio for both portfolio

Consider the following data for a particular sample period when returns were high: Calculate Jensen's Alpha, the Sharpe ratio and Treynor's ratio for both portfolio P and the Market. The T-bill rate during this period was 6%. By which measures did portfolio P outperform the market

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