Assume the risk-free average return r, is 5%. For the market portfolio I'm the average return is 16%, and standard deviation om is 10%. For the portfolio P, the avera return To is 25%, beta Bp is 1.5. and standard deviation or is 20%. Part 1: What are the Sharpe ratio, Treynor ratio, and Jensen alpha for the market portfolio M? Edit View Insert Format Tools Table