basea on current aiviaena yieias ana expectea capita gains, the expectea rates or return on portfolios A and B are 11.7% and 13.2%, respectively. The beta of A is .9, while that of B is 1.4. The T-bill rate is currently 6%, while the expected rate of return of the S\&P 500 index is 12%. The standard deviation of portfolio A is 24% annually, while that B is 45%, and that of the index is 34%. Think about what are the appropriate performance measures to use in question a and b, and why. a. If you currently hold a market index portfolio, you would use Jensen's alpha to compare the performance of portfolios A and B. What will be the alpha for Portfolios A and B ? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as a percentage rounded to 1 decimal place.) b-1. If instead you could invest only in T bills and one of these portfolios, you would use Sharpe ratio to compare the performance of portfolios A and B. Calculate the Sharpe measure for Portfolios A and B. (Enter your answer as a decimal rounded to 2 decimal places.)