PDE Group Assignment.pdf X PDE IPM A4.pdf X + X File | C:/Usersoorr/Downloads/Group%20Assignment.pdf . . 1 of 4 Q + KA Question 2 a. Using the data in the table below, calculate the following performance measures. i. Sharpe ratio ii. Treynor measure iii. Jensen's alpha iv. M-squared measure + v. T-squared measure, and vi. Appraisal ratio (information ratio) Average Standard Beta Fund Return Deviation Coefficient A 0.33 0.19 0.70 B 0.25 0.15 0.90 C 0.26 0.32 1.10 D 0.27 0.20 1.20 E 0.19 0.25 0.80 F 0.30 0.29 1.10 G 0.26 0.11 0.60 Market 0.22 0.14 1.00 Risk-free return 0.04 0.00 0.00 6*3marks = 18 marks 16 0 Q LOO ENG 4:09 PM 2 Partly sunny UK 23/11/2022