123 G3 Fish attempt 0.00 Trip Al (Porto A) and Bassam (Portfolio B) have just finished their experience as portfolio managers The investors would like to use the Sharpe ratio, the Treynor ratio, and Jensen to evaluate the performance of Omar and A Considering the following data, help the investors to evaluate the performance of the to portfolios LA B A (Portfolio A Bassam (Porto B Average (R) Standard Deviation 8.00% 0.06128 5.00% 0.05167 Beta 150 133 Risk-free return (R) 3% 3% Market Return (R) 0% 6% The sharp ratio of portfolio A is The sharp ratio of portfolio is The Treynor ratio of portfolio A The Treynor ratio of portfolio Bis The Jensen Alpha of portfolio A is Choose a Choose Choose Choose Choose Using Sharp ratio which portfolio manager is doing better A or B Choose s Using Treynor ratio which portfolio manager is doing better A or B Choose Using Alpha Jensen which portfolio manager is doing better A or B Choose olio B) have just finis Choose... Sharpe ratio, the Tr 0.0400 mar and Ali, -0.0199 he investors to ev 0.0901 0.0977 Portfolio A) Bassi 8.00% A .05128 1.7551 1.50 3% 0.0600 C 6% 1.1700 0.0501 0.0150 0.9750 2.5160 5: 1.7418 is: manager is doing bet 0.0050 olio manager is doing b 0.0333 olio manager is doing b wwwwwww