Using the data in the table below and 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)

fund Average standard Beta unsystematic

Return deviation coefficient risk

A 0.3646 0.4432 1.1880 0.0436

B 0.3268 0.3340 1.0560 0.0688

C 0.4402 0.4276 1.9800 0.0940

D 0.3898 0.4900 1.7160 0.0400

E 0.3016 0.3808 1.0560 0.0604

F 0.5032 0.4744 2.3760 0.0772

G 0.3772 0.3964 1.2540 0.0604

market 0.3520 0.3652 1.0000 0.0000

Risk free 0.0500 0.000

return