Can anyone help me please?

(20pts total) Use the following table to answer questions 9 and 10 Portfolio 13% 28% 8,5 1-2) 1,25 17 .82 1.6 Market Risk-free 42 34.5737.20 29.35 0 0 9. (15pts) Compute the Sharpe rat and C io, Treynor ratio, and Jensen's alpha for portfolios A, B 10. (5pts) Based on the Sharpe ratio and Jensen's alpha, would you choose Portfolio A, B or C? Explain why in the context of the Sharpe ratio and Jensen's alpha (I don't want to hear about your personal preferences)