Answer the next two (2) questions on the basis of the following infomation. You are provided the following data for Fund JBS: Average return =13%, standard deviation =10%, beta =0.5, target return (T)=5%. The risk-free return during the sample period is 6%. The data for the S\&P 500 Index, which serves as the benchmark index, are: average return =18%, standard deviation =16%. 26. The Sharpe ratio for Fund JBS is A. 7 B. 1.4 C. 0.7 D. 1.9 E. 0.5 27. The Treynor ratio for Fund JBS is A. 16 B. 10 C. 7 D. 14 E. 12.5 28. A portfolio with a 25% standard deviation generated a return of 15% last year when T-bills were paying 4.5%. The portfolio has a beta of 2.5 and the return for the market portfolio (S\&P 500) was 10\%. This portfolio had a Jensen measure (Jensen's alpha) of A. 3.25% B. 5.5% C. +18.25% D. +3.25%