1. The risk free rate is currently 3%, market return is 9% Portfolio A Portfolio B Rate of return 14.8% 13.6% Standard deviation of return 13% 12.50% Beta 1.4 1.3 a. Calculate the Sharpe's ratio for the two portfolios (4 marks) b. Calculate the Treynor's ratio for the two portfolios (4 marks) c. Calculate the Jensen's measure for the two portfolios (4 marks) d. On the basis of your previous findings, which portfolio has better performance? (2 marks)