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1. Given the following data, calculate the following for each fund (all data annualized): a) Sharpe's index Treynor's index c) Jensen's alpha Risk-free rate 4.00

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1. Given the following data, calculate the following for each fund (all data annualized): a) Sharpe's index Treynor's index c) Jensen's alpha Risk-free rate 4.00 Funds A B Average Standard Deviation Beta Specifically, complete the following table: Answer Sharpe Treynor Jensen Market 10.00 20.00 1.00 Market 7.25 14.00 0.53 A 11.00 22.00 1.50 B

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