(I JUST NEED HELP WITH PART E PLEASE. I HAVE SOLVED THE REST. THANKS)

An actively managed portfolio on Canadian energy stocks has achieved a 32% return this past year with a volatility of 48%. By comparison, the portfolios benchmark, the S&P/TSX Energy Index returned 22% with a volatility of 35%. The risk-free rate during this time was 1%.

a) Calculate the Sharpe Ratio of both portfolios. Which offered the best risk-adjusted return? (2 marks)

b) What was the Jensens alpha of the actively managed portfolio, relative to its benchmark, assuming the correlation between the managed portfolio and the benchmark was 0.79? (2 marks)

c) Assuming the same correlation as in part b, what was the actively managed portfolios M2? (2 marks)

d) What is the Treynor Ratio for both the actively managed portfolio and its benchmark? (2 marks)

e) Assuming normally distributed returns and a single-index model with the benchmark as the single factor, calculate the information ratio of the active portfolio (2 marks)