7. You have the following excess returns for portfolio A and Market Index M over 12 months. Month Portfolio A Market Index M 1 3.80% 1.94% 2 3.09 3.57 3 2.16 0.17 4 1.28 1.09 5 -0.62 1.06 6 1.93 0.78 7 1.02 1.87 8 1.52 0.16 9 6.59 2.51 10 5.54 2.25 11 12 2.15 0.49 3.12 1.06 a. What are the average monthly returns and standard deviations of Portfolio A and Market Index M? (4 points) b. What are the Sharpe ratios for Portfolio A and Market Index M? (4 points) What are alphas and betas for Portfolio A and Market Index M? (4 points) d. What are Treynor ratios for Portfolio A and Market Index M? (4 points) e. What are information ratios for Portfolio A and Market Index M? (4 points) c. 7. You have the following excess returns for portfolio A and Market Index M over 12 months. Month Portfolio A Market Index M 1 3.80% 1.94% 2 3.09 3.57 3 2.16 0.17 4 1.28 1.09 5 -0.62 1.06 6 1.93 0.78 7 1.02 1.87 8 1.52 0.16 9 6.59 2.51 10 5.54 2.25 11 12 2.15 0.49 3.12 1.06 a. What are the average monthly returns and standard deviations of Portfolio A and Market Index M? (4 points) b. What are the Sharpe ratios for Portfolio A and Market Index M? (4 points) What are alphas and betas for Portfolio A and Market Index M? (4 points) d. What are Treynor ratios for Portfolio A and Market Index M? (4 points) e. What are information ratios for Portfolio A and Market Index M? (4 points) c