Question: Market Data Return Standard Deviation Beta Market Data 0.120 0.200 1.000 Risk-Free Rate 0.025 0.000 0.000 Company Data A B C Alpha 0.015 0.020 -0.005

Market Data Return Standard Deviation Beta
Market Data 0.120 0.200 1.000
Risk-Free Rate 0.025 0.000 0.000
Company Data A B C
Alpha 0.015 0.020 -0.005
Beta 1.200 0.800 1.250
Residual standard deviation, (e) 0.105 0.195 0.067
Standard Deviation of Excess Return 0.245 0.235 0.210
Required:
Using the data above, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio.

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