The last year's performance for four mutual funds is presented below. The market return was 10.70%, last year with a standard deviation of 13.1% and the risk-free rate of return was 5%. Return (%) 12.5 Fund A B D Beta 1.50 1.20 0.90 0.50 Standard Deviation (%) 18.95 12.41 9.30 8.10 13.0 11.2 9.5 22. Refer to Exhibit 25.11. Compute the Sharpe Measure for the A fund. a. 0.012 b. 0.040 c. 0.069 d. 0.396 1.142 e. 23. Refer to Exhibit 25.11. Compute the Jensen Measure for the B fund. a. 1.16% b. 2.31% c. 6.90% d. 9.60% 10.13% e. a. 24. Refer to Exhibit 25.11. Compute the Treynor Measure for the C fund. 0.012 b. 0.040 0.069 d. 0.396 1.142 c. e. 25. Refer to Exhibit 25.11. Based on the Sharpe Measure which portfolio preformed best? a. A b. B c. d. D e. Market 26. Refer to Exhibit 25.11. Based on the Treynor Measure which portfolio preformed best? a. A b. B c. C d. D e. Market