Question: Consider the following data for a particular sample period when returns were high:Portfolio P Market Portfolio Average Return 3 2 % 2 8 % Beta

Consider the following data for a particular sample period when returns were high:Portfolio P Market Portfolio
Average Return 32%28%
Beta 1.31.0
Standard Deviation 40%30%
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?
Consider the following data for a particular sample period when returns

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