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a. Using the data in the table below and calculate the following performance measures. i. Sharpe ratio ii. Treynor measure iii. Jensen's alpha iv. M-squared

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a. Using the data in the table below and calculate the following performance measures. i. Sharpe ratio ii. Treynor measure iii. Jensen's alpha iv. M-squared measure v. T-squared measure, and vi. Appraisal ratio (information ratio) 6*3marks =18 marks b. Out of the performance measures you calculated in part a., which one would you use under each of the following circumstances: i. You want to select one of the funds as your risky portfolio. ii. You want to select one of the funds to be mixed with the rest of your portfolio, currently composed solely of holdings in the market-index fund. iii. You want to select one of the funds to form an actively managed stock portfolio. 3* 1 mark =3 marks Total =21 marks a. Using the data in the table below and calculate the following performance measures. i. Sharpe ratio ii. Treynor measure iii. Jensen's alpha iv. M-squared measure v. T-squared measure, and vi. Appraisal ratio (information ratio) 6*3marks =18 marks b. Out of the performance measures you calculated in part a., which one would you use under each of the following circumstances: i. You want to select one of the funds as your risky portfolio. ii. You want to select one of the funds to be mixed with the rest of your portfolio, currently composed solely of holdings in the market-index fund. iii. You want to select one of the funds to form an actively managed stock portfolio. 3* 1 mark =3 marks Total =21 marks

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