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Andrew manages three portfolios with past characteristics listed below: portfolio return S.t beta A 15% 15% 1.4 risk free rate 0.01 B 18% 17% 1.2

Andrew manages three portfolios with past characteristics listed below:

portfolio return S.t beta
A 15% 15% 1.4 risk free rate 0.01
B 18% 17% 1.2 market portfolio 0.11
C 13% 10% 0.9 ST.V MARKET 0.16

Calculate the performance of each portfolio and rank the portfolios using the following four methods:

Treynor RATIO sharp ratio M^2 Information ratio Jensen Alpha

please provide the explanation

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