Question: Solve the question. (I have to take the answer its urgent) In the following table, the return, risk and beta numbers for three securities, the

Solve the question. (I have to take the answer its urgent)

In the following table, the return, risk and beta numbers for three securities, the market portfolio and the T-bills are given. Using these, calculate the Sharpe & Treynor ratios, the Jensens Alpha and the M2 measure for these three securities. Please put the numbers in the empty spaces in the table and show me the work on the back of this page.

Asset

Exp. Ret

Std. Dev

Beta

Sharpe

Treynor

Jensen

M-sqr

Tumpa

14%

22%

0.82

Marna

21.20%

28.70%

1.85

Parka

12.20%

15.20%

1.35

Market

10.85%

13.50%

T-Bill

2.50%

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