Can you please assist in answering Part B. I am struggling to understand

Part A

Historical mean of a portfolio that consisted of past "winner"

Sharpe Ratio: 0.088629135

Jensens Alpha: -0.289915284

Historical mean of a portfolio that consisted of past "losers"

Sharpe Ratio: 0.112523817

Jensens Alpha: -0.160675702

Part B

discuss whether the evidence reported in Part A above is consistent with the empirical evidence on the momentum premium reported in pages 65-70 of Jegadeesh and Titman (1993). In your answer, you should consider both the direction and magnitude of the momentum premium that you observe and provide at least one explanation for any differences (between your result and that of previous studies, particularly Jegadeesh and Titman, 1993) that you observed.