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1. (10 points) The following table summarizes the performance of the market portfolio and of Alta Capital stock fund. The risk-free rate is 5%. Return

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1. (10 points) The following table summarizes the performance of the market portfolio and of Alta Capital stock fund. The risk-free rate is 5%. Return Standard Beta deviation Market 14% 20% 1 Alta Fund 18% 30% 1.4 For Alta Fund, please calculate: a. Jensen's alpha b. According to risk decomposition in Chapter 7, 2 Op? = Bp?om? Bp-om? + Dep Please first get Oep, then get the information ratio c. Sharpe ratio d. Treynor ratio

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