1. A mutual fund house has four portfolio managers. Their performance statistics are given as below: ManagerAverage monthly return Standard Beta (compounded to annual basis) deviation 8% 1.2 2.2 0.6 1.6 1.0 10 7 3 4 SP500 The T-bill rate is 5% a What is the Treynor's performance measure for Manager B? (5 pts b) What is the Sharpe's performance measure for Manager C? (5 pts) c) What is the M2 performance measure for Manager D? (5 pts) d) For Manager A, the Jensen's performance measure regression equation is as follows: Excess return from A =-0.004 + 0.6 * excess return from SP500 (0.14) (0.03) The p-values are in parentheses. What is the Jensen's performance measure for Manager A? Does the manager statistically significant outperform the market? (5 pts)