a) The following table provides information relating to Omega Ltd, as well as the market portfolio. The risk-free rate of return is 3.2%.

Asset	Excess Return	Variance	Beta
Omega	11.1%	0.016641	1.5
M	9.9%	0.008281	1

What is Omega's Treynor Ratio?

a. 0.053

b. 0.612

c. 0.860

d. 0.074

b) The following table provides information relating to Omega Ltd, as well as the market portfolio. The risk-free rate of return is 2.7%.

Asset	Excess Return	Variance	Beta
Omega	11.3%	0.031684	1.4
M	8.5%	0.005625	1

What is Omega's Jensen's Alpha?

a. 0.48%

b. -3.30%

c. 3.18%

d. -0.60%

c) The following table provides information relating to Omega Ltd, as well as the market portfolio. The risk-free rate of return is 2.7%.

Asset	Excess Return	Variance	Beta
Omega	11.3%	0.031684	1.4
M	8.5%	0.005625	1

What is Omega's Sharpe Ratio?

a. 0.061

b. 0.483

c. 0.081

d. 0.635

d) The following table provides information relating to Omega Ltd, as well as the market portfolio. The risk-free rate of return is 2.8%.

Asset	Excess Return	Variance	Beta
Omega	13.3%	0.032761	1.6
M	8%	0.008281	1

What is Omega's M2 value?

a. 6.16%

b. 9.49%

c. 5.45%

d. 8.08%