The following table reports the annual returns data for stock A, stock B, market portfolio M and risk-free rate RF during the past 12 years.

Year	A %	B %	M%	RF %
1	-2.54	2.3	-0.9	0.5
2	3.56	5.86	2.86	0.5
3	-4.54	-2.24	-5.44	0.5
4	2.94	5.24	6.2	0.5
5	1.54	-2.3	-5.5	0.5
6	4.54	6.84	4.84	0.6
7	2.54	3.84	-3.2	0.5
8	4.54	-12.3	-15.5	0.7
9	2.94	6.24	7.24	0.5
10	3.21	3.1	3.4	0.4
11	4.42	2.21	2.18	0.5
12	2.11	2.1	3.45	0.5

1. 1.If Mr. John owned a portfolio with 50% of stock A, 30% of stock B, and 20% of the market portfolio at the beginning of year 1. Calculate the arithmetic average returns, the return standard deviations, and the geometric average returns for Mr.John’s portfolio.
2. 2.Calculate the Beta, Jensen’s alpha, and R-squared for Mr.John’s portfolio returns. Did Mr.John outperform the market or not during the past 12 years based on Jensen’s alpha.
3. 3.Calculate the Sharp ratio, Treynor ratio, and information ratio for Mr.John’s portfolio.