A British pension fund has employed three investment managers, each of whom is responsible for investing in one-third id all asset calsses so that the pension fund has a well-diversified portfolio. Information about the manager is given below. Manager Return Standard deviation Beta 10% 20% 1.1 Y 11% 10% 0.7 Z 12% 25% 0.6 Market 19% Risk-free-rate 3% 9% Calculate the sharpe-ratio, Treynor ratio and Jensen's alpha for each fund and determine which the best choice for your portfolio. m