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4. Below is a data for the following portfolios Portfolio portfolio SBS Portfolio IMB returns 13.8 12.2 standard deviation 14.5 8 beta 1.5 1 If

4. Below is a data for the following portfolios Portfolio

	portfolio SBS	Portfolio IMB
returns	13.8	12.2
standard deviation	14.5	8
beta	1.5	1

If the market return is 11.5% with standard deviation of 10%. The risk free rate is 5%. Determine the Sharpe, Treynor and Jensen Measure for each portfolio. Explain the performance of the portfolios.

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