$(3$ points$)$ Calculate the Sharpe ratio, Treynor ratio, M$-$squared and Jensen's alpha for a stock with

an expected return of $11\%,$ standard deviation of $16\%$ and a market beta of $1\mathrm{.}4.$ The expected market

return is $9\%,$ the standard deviation of the market return is $12\%$ and the risk$-$free rate is $4\%.$ Would you

invest in this stock or not? $($Your answer might change depending on your current portfolio allocation$).$