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6. Consider the following data for a particular sample period Portfolio P 35% 1.2 42% Market M 28% 1.0 30% Average return Beta Standard deviation

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6. Consider the following data for a particular sample period Portfolio P 35% 1.2 42% Market M 28% 1.0 30% Average return Beta Standard deviation Non-systematic risk 18% Calculate the following performance measures for portfolio P and the market: Sharpe, Jensen, and Treynor. The T -bill rate during the period was 6%. By which measures did portfolio P outperform the market

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